Rybicki Press algorithm

The Rybicki–Press algorithm is a fast direct algorithm for inverting a matrix, whose entries are given by $A(i,j)=\exp(-a\vert t_{i}-t_{j}\vert )$, where $a\in \mathbb {R}$. It is a computational optimization of a general set of statistical methods developed to determine whether two noisy, irregularly sampled data sets are, in fact, dimensionally shifted representations of the same underlying function. The most common use of the algorithm as of 2015 is in the detection of periodicity in astronomical observations.

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