This new method reduces the computational complexity by using the blocktridiagonal structure of the input sample correlation matrix, and at the same time keeps the property of fast convergence.
在保持了该算法快速收敛优点的同时，利用相关矩阵块三对角的特殊结构，降低了该算法的计算复杂度。
2
With the LU decomposition of the blocktridiagonalmatrix, an explicit expression of the block inverse elements is obtained.
由块三对角矩阵的LU分解，得到了其逆矩阵块元素的显式表达式。
3
A new algorithm of solving blocktridiagonal systems is proposed, which is based on the special factorization of blocktridiagonalmatrix.