Condition and Accuracy of Algorithms for Computing Schur Coefficients of Toeplitz Matrices

DOI10.1137/0615087zbMath0807.65042OpenAlexW2047697845MaRDI QIDQ4313379

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Publication date: 16 November 1994

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

Full work available at URL: https://doi.org/10.1137/0615087

zbMATH Keywords

error estimatescondition numberSchur algorithmstability of algorithmsSchur coefficientsanalytical perturbationLevinson algorithmspositive definite Toeplitz matrix

Mathematics Subject Classification ID

Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05) Conditioning of matrices (15A12)

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Classical foundations of algorithms for solving positive definite Toeplitz equations

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