Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle
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Publication:1802166
DOI10.1016/0377-0427(93)90294-LzbMath0777.65013MaRDI QIDQ1802166
Publication date: 1993
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Levinson algorithmGaussian quadratureArnoldi processisometric operatorsinverse Cholesky factorizationpositive definite Toeplitz matrices
Approximation in the complex plane (30E10) General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Direct numerical methods for linear systems and matrix inversion (65F05)
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Cites Work
- Moments and characteristic roots
- Matrix interpretations and applications of the continued fraction algorithm
- Rank-one modification of the symmetric eigenproblem
- Bestimmung der Eigenwerte orthogonaler Matrizen
- Moments and characteristic roots. II
- Separation theorems for normalizable matrices
- Discrete and continuous boundary problems
- A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
- The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations
- On fast computation of superdiagonal Padé fractions
- Restrictions of Normal Operators, Padé Approximation and Autoregressive Time Series
- The principle of minimized iterations in the solution of the matrix eigenvalue problem
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