Rybicki Press algorithm: Difference between revisions

Revision as of 16:10, 2 October 2021

Revision as of 16:10, 2 October 2021

Line 1:

{{Multiple issues|

{{Technical|date=August 2021}}

{{Underlinked|date=August 2021}}

}}

[[File:Extended_Sparse_Matrix.png|thumb|Extended Sparse Matrix arising from a <math>10 \times 10</math> semi-separable matrix whose semi-separable rank is <math>4</math>.]]

The '''Rybicki–Press algorithm''' is a fast [[algorithm]] for inverting a [[Matrix (mathematics)|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><ref name=":2">{{citation