What is it about?
A fast O(N) algorithm to invert a matrix whose elements are given by sum of exponentials
Featured Image
Why is it important?
This is the first algorithm to invert such a matrix. The matrix shows up frequently when dealing with covariance matrices in the context of CARMA processes and in computational physics.
Read the Original
This page is a summary of: Generalized Rybicki Press algorithm, Numerical Linear Algebra with Applications, June 2015, Wiley,
DOI: 10.1002/nla.2003.
You can read the full text:
Contributors
The following have contributed to this page
