Fast Toeplitz orthogonalization

DOI10.1007/BF01389635zbMath0504.65017MaRDI QIDQ1836271

D. R. Sweet

Publication date: 1984

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

Full work available at URL: https://eudml.org/doc/132885

zbMATH Keywords

Toeplitz matrixQR factorizationleast-squares problem

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) 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

A superfast method for solving Toeplitz linear least squares problems. ⋮ A new algorithm for solving Toeplitz systems of equations ⋮ Hybrid algorithm for fast Toeplitz orthogonalization ⋮ A modification to the LINPACK downdating algorithm ⋮ Stability analysis of a general Toeplitz system solver ⋮ Fast block Toeplitz orthogonalization ⋮ Fast orthogonal decomposition of rank deficient Toeplitz matrices ⋮ Inverse of the covariance matrix of an MA(2) process ⋮ Numerical solution of Hamilton–Jacobi–Bellman equations by an exponentially fitted finite volume method ⋮ A total least squares method for Toeplitz systems of equations ⋮ A fast but unstable orthogonal triangularization technique for Toeplitz matrices ⋮ Symbiosis between linear algebra and optimization ⋮ QR factorization of Toeplitz matrices ⋮ Fast parallel QR decomposition of block-Toeplitz matrices

Cites Work

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