Hybrid algorithm for fast Toeplitz orthogonalization

DOI10.1007/BF01404468zbMath0629.65031MaRDI QIDQ1094090

Sanzheng Qiao

Publication date: 1988

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

Full work available at URL: https://eudml.org/doc/133280

zbMATH Keywords

Cholesky factorizationToeplitz matrixleast squares problemcomparisonsshift invarianceHouseholder transformationGivens rotationfast Toeplitz orthogonalization methodsfast Toeplitz QR decomposition

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Direct numerical methods for linear systems and matrix inversion (65F05) Orthogonalization in numerical linear algebra (65F25)

Related Items (2)

A superfast method for solving Toeplitz linear least squares problems. ⋮ Stability analysis of a general Toeplitz system solver

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• QR factorization of Toeplitz matrices
• Error analysis of QR decompositions by Givens transformations
• A fast but unstable orthogonal triangularization technique for Toeplitz matrices
• Fast Toeplitz orthogonalization
• Fast Toeplitz Orthogonalization Using Inner Products
• A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization

This page was built for publication: Hybrid algorithm for fast Toeplitz orthogonalization