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Fast Inverse Cholesky Decomposition for Rectanguler Toeplitz-Block Matrices

Zheng Huirao; Fan Yunlan; Zhang Li; Wang Ziping (Department of Mathematics of Wuhan University, Wuhan, 430072 China)  
In this pape, a fast inverse Cholesky decomposition algorithm of ATA is presented,where A is an m ×n rectangular Toeplitz-block atrix. This algorithm only requires O (mn)multiplications for solving rectangular Toeplitz-block least sguares problems.
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