Suppose that the matrix X contains the exponential windowing data and that a new data vector x arrives. Give a formula for the new exponential windowing data matrix XX* and show that the cost of computing it from X and x is 0(m²) multiplications.

Operations Research : Applications and Algorithms
4th Edition
ISBN:9780534380588
Author:Wayne L. Winston
Publisher:Wayne L. Winston
Chapter2: Basic Linear Algebra
Section2.5: The Inverse Of A Matrix
Problem 11P
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Suppose that the matrix X contains the exponential windowing data and that a new
data vector x arrives. Give a formula for the new exponential windowing data matrix XX*
and show that the cost of computing it from X and x is 0(m²) multiplications.
Transcribed Image Text:Suppose that the matrix X contains the exponential windowing data and that a new data vector x arrives. Give a formula for the new exponential windowing data matrix XX* and show that the cost of computing it from X and x is 0(m²) multiplications.
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