Fast block Toeplitz orthogonalization

DOI10.1007/BF01385644zbMath0696.65021MaRDI QIDQ911220

D. R. Sweet

Publication date: 1991

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133520

zbMATH Keywords

algorithmsfast algorithmsorthogonalizationQR factorizationGivens transformblock- Toeplitz matrixHouseholder operations

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Orthogonalization in numerical linear algebra (65F25)

Related Items

Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems ⋮ Fast parallel QR decomposition of block-Toeplitz matrices ⋮ Fast inverse Cholesky decomposition for rectangular Toeplitz-block matrix

Cites Work

• QR factorization of Toeplitz matrices
• Fast projection methods for minimal design problems in linear system theory
• A fast but unstable orthogonal triangularization technique for Toeplitz matrices
• Fast Toeplitz orthogonalization
• A lattice algorithm for factoring the spectrum of a moving average process
• Recursive Algorithms for the Matrix Pade Problem
• An Error Analysis of a Method for Solving Matrix Equations
• Methods for Modifying Matrix Factorizations