Pasupathy, J. ; Damodar, R. A. (1992) The Gaussian Toeplitz matrix Linear Algebra and its Applications, 171 (1). pp. 133-147. ISSN 0024-3795
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Official URL: http://www.sciencedirect.com/science/article/pii/0...
Related URL: http://dx.doi.org/10.1016/0024-3795(92)90255-9
Abstract
An analytical expression for the LLT decomposition for the Gaussian Toeplitz matrix with elements Tij=[1/(2/π )1/2;σ ]exp[-(i-j)2/2σ 2] is derived. An exact expression for the determinant and bounds on the eigenvalues follows. An analytical expressions for the inverse T-1 is also derived.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| ID Code: | 58087 |
| Deposited On: | 31 Aug 2011 12:39 |
| Last Modified: | 31 Aug 2011 12:39 |
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