Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle (Q1802166)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle |
scientific article; zbMATH DE number 219119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle |
scientific article; zbMATH DE number 219119 |
Statements
Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle (English)
0 references
1993
0 references
It is shown that the Levinson algorithm for the inverse Cholesky factorization of positive definite Toeplitz matrices is a special case of a more general method. An efficient implementation of the Arnoldi process for isometric operators is given. A Gaussian quadrature on the unit circle is derived.
0 references
Levinson algorithm
0 references
inverse Cholesky factorization
0 references
positive definite Toeplitz matrices
0 references
Arnoldi process
0 references
isometric operators
0 references
Gaussian quadrature
0 references
0 references
0 references
0.86580807
0 references
0.8657875
0 references
0.8599068
0 references
0.8591319
0 references
0.85496926
0 references
0.8518024
0 references
