QR factorization of Toeplitz matrices (Q1063382): Difference between revisions

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Property / author: Adam W. Bojanczyk / rank
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Property / author: Q489284 / rank
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Property / cites work: Stability of Methods for Solving Toeplitz Systems of Equations / rank
 
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Property / cites work: Methods for Modifying Matrix Factorizations / rank
 
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Property / cites work: Q4879581 / rank
 
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Property / cites work: The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization / rank
 
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Property / cites work: Fast Toeplitz orthogonalization / rank
 
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Latest revision as of 10:20, 30 July 2024

scientific article
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QR factorization of Toeplitz matrices
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    QR factorization of Toeplitz matrices (English)
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    1986
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    This paper presents a new algorithm for computing the QR factorization of an \(m\times n\) Toeplitz matrix in O(mn) operations. The algorithm exploits the procedure for the rank-1 modification and the fact that both principal (m-1)\(\times (n-1)\) submatrices of the Toeplitz matrix are identical.
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    Toeplitz matrix
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    orthogonal factorization
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    QR factorization
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    rank-1 modification
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    computational complexity
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    numerical stability
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    least squares
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    Cholesky factorization
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    Sweet's algorithm
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