The Bauer-type factorization of matrix polynomials revisited and extended

DOI10.1134/S0965542518070126zbMath1404.15010OpenAlexW2888528822MaRDI QIDQ1991634

Miloud Sadkane, Alexander N. Malyshev

Publication date: 30 October 2018

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542518070126

zbMATH Keywords

spectral factorizationWiener-Hopf factorizationbanded Toeplitz matrixBauer-type method

Mathematics Subject Classification ID

Factorization of matrices (15A23) Toeplitz, Cauchy, and related matrices (15B05)

Cites Work

• Wiener-Hopf and spectral factorization of real polynomials by Newton's method
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• A multi-dimensional prediction problem
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• Spectral fractorization of Laurent polynomials
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• Factorization of matrix polynomials
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• Bauer-type factorization of positive matrices and the theory of matrix polynomials orthogonal on the unit circle
• Solving quadratic matrix equations and factoring polynomials: new fixed point iterations based on Schur complements of Toeplitz matrices
• Equilibrium analysis of skip free markov chains: nonlinear matrix equations
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• Spectral analysis of M/G/1 and G/M/1 type Markov chains
• Factorization of the Covariance Generating Function of a Pure Moving Average Process
• A double sweep method for the solution of difference boundary value problems
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