invchol_durbin(T)
Inverse of the Cholesky factor of the p.d. Hermitian sym Toeplitz matrix T using Durbin recursions
You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
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 (2026). invchol_durbin(T) (https://www.mathworks.com/matlabcentral/fileexchange/52847-invchol_durbin-t), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (2.59 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 | A minor change to the initial value of 'a'. |
