QR factorization of Toeplitz matrices

DOI10.1007/BF01389431zbMath0574.65019OpenAlexW2059885882MaRDI QIDQ1063382

Adam W. Bojanczyk, Frank R. de Hoog, Richard P. Brent

Publication date: 1986

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133100

zbMATH Keywords

computational complexityCholesky factorizationToeplitz matrixnumerical stabilityleast squaresQR factorizationorthogonal factorizationrank-1 modificationSweet's algorithm

Mathematics Subject Classification ID

Factorization of matrices (15A23) Direct numerical methods for linear systems and matrix inversion (65F05)

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Cites Work

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• Fast Toeplitz orthogonalization
• Stability of Methods for Solving Toeplitz Systems of Equations
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
• Methods for Modifying Matrix Factorizations