Split algorithms for Hermitian Toeplitz matrices with arbitrary rank profile (Q1887505)
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scientific article; zbMATH DE number 2119137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Split algorithms for Hermitian Toeplitz matrices with arbitrary rank profile |
scientific article; zbMATH DE number 2119137 |
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Split algorithms for Hermitian Toeplitz matrices with arbitrary rank profile (English)
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26 November 2004
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The main aim of this work is to design split Levinson and Schur algorithms for Hermitian Toeplitz matrices with an arbitrary rank profile. The Levinson-type algorithm can be seen as a generalization of the algorithms proposed by \textit{B. Krishna} and \textit{H. Krishna} [SIAM J. Appl. Math. 49, No. 4, 1275--1282 (1989; Zbl 0679.65030)] and by \textit{H. Krishna} and \textit{S. Morgera} [IEEE Trans. Acoust. Speech Signal Process. 35, 839--848 (1987)] algorithms to general nonsingular Hermitian Toeplitz matrices.
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Hermitian Toeplitz matrix
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split algorithm
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Levinson algorithm
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Schur algorithm
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