2.9 Cholesky Decomposition
compared to N 2 for Levinson’s method. These methods are too complicated to include here. Papers by Bunch  and de Hoog  will give entry to the literature.
CITED REFERENCES AND FURTHER READING: Golub, G.H., and Van Loan, C.F. 1989, Matrix Computations, 2nd ed. (Baltimore: Johns Hopkins University Press), Chapter 5 [also treats some other special forms]. Forsythe, G.E., and Moler, C.B. 1967, Computer Solution of Linear Algebraic Systems (Englewood Cliffs,
Words: 1638 - Pages: 7