QR factorization of Toeplitz matrices (Q1063382): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Adam W. Bojanczyk / rank | |||
| Property / author | |||
| Property / author: Richard P. Brent / rank | |||
| Property / author | |||
| Property / author: Q489284 / rank | |||
Revision as of 04:58, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QR factorization of Toeplitz matrices |
scientific article |
Statements
QR factorization of Toeplitz matrices (English)
0 references
1986
0 references
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.
0 references
Toeplitz matrix
0 references
orthogonal factorization
0 references
QR factorization
0 references
rank-1 modification
0 references
computational complexity
0 references
numerical stability
0 references
least squares
0 references
Cholesky factorization
0 references
Sweet's algorithm
0 references
