On the Stability of the Bareiss and Related Toeplitz Factorization Algorithms (Q4325677)

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scientific article; zbMATH DE number 733252
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On the Stability of the Bareiss and Related Toeplitz Factorization Algorithms
scientific article; zbMATH DE number 733252

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    On the Stability of the Bareiss and Related Toeplitz Factorization Algorithms (English)
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    5 September 1995
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    numerical stability
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    factorization algorithms
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    Cholesky decomposition
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    symmetric positive definite matrices
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    displacement rank 2
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    elementary downdating steps
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    Toeplitz matrix
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    numerical experiments
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    Bareiss algorithm
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    Levinson algorithm
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