Rybicki Press algorithm: Difference between revisions

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The Rybicki PressRybicki–Press algorithm is a fast direct algorithm for inverting a matrix, whose entries are given by <math>A(i,j) = \exp(-a \vert t_i - t_j \vert)</math>, where <math>a \in \mathbb{R}</math>.

==References==

*{{citation

| last1 = Rybicki | first1 = George B.

| last2 = Press | first2 = William H.

| arxiv = comp-gas/9405004

| doi = 10.1103/PhysRevLett.74.1060

| journal = Physical Review Letters

| page = 1060

| title = Class of fast methods for processing Irregularly sampled or otherwise inhomogeneous one-dimensional data

| volume = 74

| year = 1995}}.

[[Category:Numerical linear algebra]]