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rluce / tlcomp

Computing with Toeplitz and Toeplitz-like matrices in Matlab
MIT License
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Add a Cholesky factorization for SPD ToepMat #15

Open rluce opened 6 years ago

rluce commented 6 years ago

A useful addtion would be a chol function for ToepMat. This would be based on the Schur algorithm. In addition, a cholsolve method should be implemented, that uses the Schur code with implicit triangular solve, resulting in a O(n) memory solver.

rluce commented 6 years ago

This could also be extended to LDU factorization, provided that the matrix is strongly regular.