Replacing eigenvalue decomposition with Fourier Transform
조회 수: 1 (최근 30일)
이전 댓글 표시
Hello,
I am doing matrix inversion of circulant matrix using eigenvalue decomposition method. However, I found that the complexity is high which I know as O(n^3). Then, I found that the complexity can be reduced to O(n log n) using Fourier Transform (FFT) method.
Thus, I would be very happy if someone can explain to me the method how to replace Eigenvalue decomposition method with Fourier Transform (FFT) method in order to do matrix inversion.
Thank you.
Huda
댓글 수: 8
Christine Tobler
2019년 5월 3일
In your PDF there are red circles around some numbers, but those numbers seem accurate up to a reasonable accuracy to me. Can you compute abs(C1 - C2)? I think the error will be very small.
답변 (0개)
참고 항목
카테고리
Help Center 및 File Exchange에서 Linear Algebra에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!