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

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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Mathematics Subject Classification ID

65F05

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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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MaRDI publication profile

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cites work

Stability of Methods for Solving Toeplitz Systems of Equations

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Methods for Modifying Matrix Factorizations

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Q4879581

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The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization

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Fast Toeplitz orthogonalization

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OpenAlex ID

W2059885882

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Sitelinks

Mathematics(1 entry)

mardi Publication:1063382

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+Adam W. Bojanczyk
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+Richard P. Brent
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+Frank R. de Hoog
@@ Property / author: Frank R. de Hoog / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Stability of Methods for Solving Toeplitz Systems of Equations
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+Methods for Modifying Matrix Factorizations
@@ Property / cites work: Methods for Modifying Matrix Factorizations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4879581
@@ Property / cites work: Q4879581 / rank @@
+Normal rank
@@ Property / cites work @@
+The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
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@@ Property / cites work @@
+Fast Toeplitz orthogonalization
@@ Property / cites work: Fast Toeplitz orthogonalization / rank @@
+Normal rank
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+W2059885882
@@ Property / OpenAlex ID: W2059885882 / rank @@
+Normal rank