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Proceedings Paper

Approximate Inversion Of Positive Definite Matrices, Specified On A Multiple Band
Author(s): H. Nelis; E. Deprettere; P. Dewilde
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Paper 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.

Paper Details

Date Published: 23 February 1988
PDF: 11 pages
Proc. SPIE 0975, Advanced Algorithms and Architectures for Signal Processing III, (23 February 1988); doi: 10.1117/12.948490
Show Author Affiliations
H. Nelis, Delft University of Technology (The Netherlands)
E. Deprettere, Delft University of Technology (The Netherlands)
P. Dewilde, Delft University of Technology (The Netherlands)


Published in SPIE Proceedings Vol. 0975:
Advanced Algorithms and Architectures for Signal Processing III
Franklin T. Luk, Editor(s)

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