search for: ltsa

I would like to run multiple copies of an application on a PC with multiple remote dumb clients. It would seem to me that running Xen would be a sub-optimal solution as I would need a copy of the OS running for every copy of the application, but I was wondering whether a subset of Xen or Xen techniques could be used. There are 2 barriers to running multiple applications with remote access: -

Is there a function in r that let's you efficiently invert a positive definite symmetric Block Toeplitz matrix? My matrices are the covariance matrices of observations of a multivariate time series and can be 1000*1000 or larger. I know the package 'ltsa' which seems to use the Trench algorithm to compute the inverse of a Toeplitz matrix. I am looking for a so to say "multivariate" version of that. I found the Block Levinson algorithm in Matlab, but didn't find any version of it in R. My problem is part of a bigger problem, wh...