Rybicki Press algorithm

id: rybicki-press-algorithm-276-3752409
title: Rybicki Press algorithm
text: The Rybicki–Press algorithm is a fast algorithm for inverting a matrix whose entries are given by A = exp ⁡ , where a ∈ R and where the t i are sorted in order. The key observation behind the Rybicki-Press observation is that the matrix inverse of such a matrix is always a tridiagonal matrix, and tridiagonal systems of equations can be solved efficiently. It is a computational optimization of a general set of statistical methods developed to determine whether two noisy, irregularly sampled data
brand slug: wiki
category slug: encyclopedia
description:
original url: https://en.wikipedia.org/wiki/Rybicki_Press_algorithm
date created:
date modified: 2023-09-11T03:18:01Z
main entity: {"identifier":"Q23808133","url":"https://www.wikidata.org/entity/Q23808133"}
image: {"content_url":"https://upload.wikimedia.org/wikipedia/commons/d/d1/Extended_Sparse_Matrix.png","width":1258,"height":1260}
fields total: 13
integrity: 14

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