GitHub

ChaseWiederstein/Schur-Algorithms-for-Cholesky-Factorization-of-Displacement-Matrices

This project implements and validates the Schur algorithm for computing the Cholesky factor of symmetric positive definite (SPD) matrices and Toeplitz matrices with displacement ranks 2 and 4. The ...
IEEE

Simple adaptive algorithms for Cholesky, LDL/sup T/, QR, and eigenvalue decompositions of ...

Abstract: This paper introduces simple adaptive algorithms for tracking the Cholesky, LDL/sup T/, QR, and eigenvalue decompositions of autocorrelation matrices for sensor array data. The proposed ...
GitHub

1. Method for solving linear systems:

3. Iterative Methods for solving the EigenValue Problem: Iterative Methods known for solving the eigenvalue problem are: Rayleigh Quotient Iteration: finds the eigenvector and eigenvalue pair closest ...