Quick solution of least square equations and inversion of block matrices of low displacement rank
D.-T. Pham · IEEE Transactions on Signal Processing · 1991
A general algorithm for the inversion of block matrices of low displacement rank is proposed. It is particularly adapted to the solution of the least squares linear prediction problem. Some explicit formulas for the inverses of such matrices and a characterization of them are also provided. The method is based on the representation of the shift difference of the considered matrix as the difference between two low-rank positive matrices.>