In this paper we formulate a theory of LU- and Cholesky factorization of bi-infinite block Toeplitz matrices A = (Ai−j )i,j∈Zd indexed by i, j ∈ Zd and develop two numerical methods to compute such factorization.
Spectral factorization of bi-infinite multi-index block Toeplitz matrices
VAN DER MEE, CORNELIS VICTOR MARIA;RODRIGUEZ, GIUSEPPE;
2002-01-01
Abstract
In this paper we formulate a theory of LU- and Cholesky factorization of bi-infinite block Toeplitz matrices A = (Ai−j )i,j∈Zd indexed by i, j ∈ Zd and develop two numerical methods to compute such factorization.
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