Cholesky factorization of semidefinite Toeplitz matrices

DOI10.1016/S0024-3795(96)00517-4zbMath0872.65019WikidataQ126812180 ScholiaQ126812180MaRDI QIDQ677932

Michael Stewart

Publication date: 16 September 1997

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmstabilityCholesky factorizationbackward error boundssemidefinite Toeplitz matrices

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

A structured rank-revealing method for Sylvester matrix, Monotone convex sequences and Cholesky decomposition of symmetric Toeplitz matrices, Data-driven spectral analysis of the Koopman operator, The generalized Schur algorithm and some applications

Cites Work

• The prolate matrix
• Stability Issues in the Factorization of Structured Matrices
• Generalized Displacement Structure for Block-Toeplitz, Toeplitz-Block, and Toeplitz-Derived Matrices
• On the Stability of the Bareiss and Related Toeplitz Factorization Algorithms
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