Storage and computationally efficient permutations of factorized covariance and square-root information arrays

Abstract

A unified method to permute vector stored Upper triangular Diagonal factorized covariance and vector stored upper triangular Square Root Information arrays is presented. The method involves cyclic permutation of the rows and columns of the arrays and retriangularization with fast (slow) Givens rotations (reflections). Minimal computation is performed, and a one dimensional scratch array is required. To make the method efficient for large arrays on a virtual memory machine, computations are arranged so as to avoid expensive paging faults. This method is potentially important for processing large volumes of radio metric data in the Deep Space Network.