Toeplitz-Block-Toeplitz矩阵的广义反射系数及二维Levinson快速逆算法
Generalized Reflection Coefficients in Toeplitz-Block-Toeplitz Matrix Case and Fast Inverse 2D levinson Algorithm
摘要：
基于对角递归公式的Hermetian正定矩阵的逆的因式分解允许使用最小化的矩阵向量积来求Toeplitz块Toeplitz矩阵的逆，具有复杂度（（n1）^3）（（n2）^2），其中n1是块大小，并且n2是块矩阵大小。介绍了一种优于Wittle、Wiggins和Robinson算法的二维Levinson算法
英文摘要：
A factorization of the inverse of a Hermetian positive definite matrix based on a diagonal by diagonal recurrence formulae permits the inversion of Toeplitz Block Toeplitz matrices using minimized matrix-vector products, with a complexity of ((n1)^3)((n2)^2), where n1 is the block size, and n2 is the block matrix size. A 2D levinson algorithm is introduced that outperform Wittle, Wiggins and Robinson Algorithm
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