Immitance-Type Three-Term Schur and Levinson Recursions for Quasi-Toeplitz Complex Hermitian Matrices

DOI10.1137/0612036zbMath0739.65041OpenAlexW2018565637MaRDI QIDQ3977061

Yuval Bistritz, Hanoch Lev-Ari, Thomas Kailath

Publication date: 25 June 1992

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0612036

zbMATH Keywords

computational complexityLevinson algorithmToeplitz matricesSchur algorithmsoperations countbalanced immittance type three-term recursiondiscrete time linear system polynomialsquasi-Toeplitz complex Hermitian matrices

Mathematics Subject Classification ID

Numerical computation of solutions to single equations (65H05) Complexity and performance of numerical algorithms (65Y20) Direct numerical methods for linear systems and matrix inversion (65F05) Linear equations (linear algebraic aspects) (15A06)

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