QR factorization of Toeplitz matrices (Q1063382)
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scientific article; zbMATH DE number 3917540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QR factorization of Toeplitz matrices |
scientific article; zbMATH DE number 3917540 |
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QR factorization of Toeplitz matrices (English)
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1986
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This paper presents a new algorithm for computing the QR factorization of an \(m\times n\) Toeplitz matrix in O(mn) operations. The algorithm exploits the procedure for the rank-1 modification and the fact that both principal (m-1)\(\times (n-1)\) submatrices of the Toeplitz matrix are identical.
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Toeplitz matrix
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orthogonal factorization
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QR factorization
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rank-1 modification
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computational complexity
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numerical stability
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least squares
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Cholesky factorization
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Sweet's algorithm
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