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Fast orthogonal decomposition of rank deficient Toeplitz matrices

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Publication:1208061
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DOI10.1007/BF02142744zbMath0779.65027MaRDI QIDQ1208061

Henrik Gesmar, Per Christian Hansen

Publication date: 16 May 1993

Published in: Numerical Algorithms (Search for Journal in Brave)


zbMATH Keywords

Toeplitz matrixrank deficientfast orthogonal decompositionfast QR factorizationlook ahead Lanczos method


Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Orthogonalization in numerical linear algebra (65F25)


Related Items

Stability analysis of a general Toeplitz system solver, High performance algorithms for Toeplitz and block Toeplitz matrices, Symbiosis between linear algebra and optimization



Cites Work

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  • Rang revealing QR factorizations
  • The numerical stability of the lattice algorithm for least squares linear prediction problems
  • QR factorization of Toeplitz matrices
  • Fast Toeplitz orthogonalization
  • Fast Toeplitz Orthogonalization Using Inner Products
  • A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
  • Some Extensions of an Algorithm for Sparse Linear Least Squares Problems
  • A Look-Ahead Levinson Algorithm for Indefinite Toeplitz Systems
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