Fast Inverse $QR$ Factorization for Toeplitz Matrices

DOI10.1137/0914070zbMath0788.65051OpenAlexW2074911480MaRDI QIDQ4271102

James G. Nagy

Publication date: 9 January 1994

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0914070

zbMATH Keywords

regularizationparallel implementationleast squares problemToeplitz matricesill-conditioned problemsCholesky decompositionGivens rotationoperations countfast QR factorization algorithms

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Parallel numerical computation (65Y05) Direct numerical methods for linear systems and matrix inversion (65F05) Orthogonalization in numerical linear algebra (65F25)

Related Items (3)

Construction of Periodic Prolate Spheroidal Wavelets Using Interpolation ⋮ Stability analysis of a general Toeplitz system solver ⋮ Fast inverse Cholesky decomposition for rectangular Toeplitz-block matrix

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