Approximate Inversion Of Positive Definite Matrices, Specified On A Multiple Band

H. Nelis; E. Deprettere; P. Dewilde

doi:10.1117/12.948490

23 February 1988 Approximate Inversion Of Positive Definite Matrices, Specified On A Multiple Band

H. Nelis, E. Deprettere, P. Dewilde

Proceedings Volume 0975, Advanced Algorithms and Architectures for Signal Processing III; (1988) https://doi.org/10.1117/12.948490
Event: 32nd Annual International Technical Symposium on Optical and Optoelectronic Applied Science and Engineering, 1988, San Diego, CA, United States

Abstract

A fast algorithm is presented which can be used to compute an approximate inverse of a positive definite matrix if that matrix is specified only on a multiple band. The approximate inverse is the inverse of a matrix that closely matches the partially specified matrix. It has zeros in the positions that correspond to unspecified entries in the partially specified matrix. It is closely related to the so-called maximum-entropy extension of this matrix. The algorithm is very well suited for implementation on an array processor.

Citation Download Citation

H. Nelis, E. Deprettere, and P. Dewilde "Approximate Inversion Of Positive Definite Matrices, Specified On A Multiple Band", Proc. SPIE 0975, Advanced Algorithms and Architectures for Signal Processing III, (23 February 1988); https://doi.org/10.1117/12.948490

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