Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle
It is shown that the Levinson algorithm for the inverse Cholesky factorization of positive definite Toeplitz matrices is a special case of a more general method. An efficient implementation of the Arnoldi process for isometric operators is given. A Gaussian quadrature on the unit circle is derived.
scientific article; zbMATH DE number 219119
scientific article