File Exchange

invchol_durbin(T)

Version 1.0.0.0 (2.59 KB) by Aravindh Krishnamoorthy
Inverse of the Cholesky factor of the p.d. Hermitian sym Toeplitz matrix T using Durbin recursions
0.0
(0)

61 Downloads

Updated 5 Sep 2015

View License

Finds the inverse of the Cholesky factor of the positive definite Hermitian symmetric Toeplitz matrix T (N>=2) using Durbin recursions [1].
Aravindh Krishnamoorthy, aravindh.krishnamoorthy@fau.de, 04-Sep-2015.
Released under the 2-clause BSD license.
[1] Gene H. Golub, Charles F. Van Loan, Matrix Computations, Third Edition, Algorithm 4.7.1 (Durbin).

Cite As

Aravindh Krishnamoorthy (2023). invchol_durbin(T) (https://www.mathworks.com/matlabcentral/fileexchange/52847-invchol_durbin-t), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Published Release Notes
1.0.0.0

A minor change to the initial value of 'a'.