A lookahead algorithm for the solution of block Toeplitz systems
A weakly stable but efficient algorithm is given for computing basis matrices for some left and right interpolation problems, where the data comes from a block Toeplitz matrix. It is shown that the use of an inversion formula, in most cases, leads to results that are not as good as an updating formula. It is recommended that the best choice is to use the updating formula to compute the initial guess for the solution and then execute one or more iterative refinements using the inversion formula. Examples are given showing cases for which the proposed algorithm does, and does not, work.
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