The Gaussian Toeplitz matrix
| Data(s) |
01/07/1992
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|---|---|
| Resumo |
An analytical expression for the LL(T) decomposition for the Gaussian Toeplitz matrix with elements T(ij) = [1/(2-pi)1/2-sigma] exp[-(i - j)2/2-sigma-2] is derived. An exact expression for the determinant and bounds on the eigenvalues follows. An analytical expression for the inverse T-1 is also derived. |
| Formato |
application/pdf |
| Identificador |
http://eprints.iisc.ernet.in/37770/1/The_Gaussian_Toeplitz.pdf Pasupathy, J and Damodar, RA (1992) The Gaussian Toeplitz matrix. In: Linear Algebra and its Applications, 171 . pp. 133-147. |
| Publicador |
Elsevier science |
| Relação |
http://dx.doi.org/10.1016/0024-3795(92)90255-9 http://eprints.iisc.ernet.in/37770/ |
| Palavras-Chave | #Electrical Engineering #Centre for Theoretical Studies |
| Tipo |
Journal Article PeerReviewed |
