Cholesky factorization of semidefinite Toeplitz matrices

DOI10.1016/S0024-3795(96)00517-4MaRDI QIDQ677932zbMATH OpenWikidataFDO

Authors Michael Stewart

Publication date 16 September 1997

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(96)00517-4

zbMATH Keywords

algorithmbackward error boundsCholesky factorizationsemidefinite Toeplitz matricesstability

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

The author carries out an analysis of the Cholesky factorization of semidefinite Toeplitz matrices. Bounds on the backward error are defined, although those bounds look very bad unless the rank of the matrix is low. Examples for which the algorithm fails dramatically are not difficult to construct. The practical stability of the algorithm seems to depend to a significant extent on the size of the matrix in many cases.

Recommendations

• scientific article; zbMATH DE number 4189084
• On the Stability of the Bareiss and Related Toeplitz Factorization Algorithms
• Fast cholesky factorization algorithm for s. p. d block-Toeplitz matrices
• A fast Cholesky factorization algorithm for symmetric indefinite block-Toeplitz matrices and their inverse matrices

Cites work

• Generalized Displacement Structure for Block-Toeplitz, Toeplitz-Block, and Toeplitz-Derived Matrices
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 50447 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• scientific article; zbMATH DE number 4189084 (Why is no real title available?)
• On the Stability of the Bareiss and Related Toeplitz Factorization Algorithms
• Stability Issues in the Factorization of Structured Matrices
• The prolate matrix

Cited in

(14)

• Cholesky-like factorizations of skew-symmetric matrices
• On the Cholesky factorization of the Gram matrix of locally supported functions
• Data-driven spectral analysis of the Koopman operator
• The generalized Schur algorithm and some applications
• A structured rank-revealing method for Sylvester matrix
• Monotone convex sequences and Cholesky decomposition of symmetric Toeplitz matrices
• Cholesky, Toeplitz and the triangular factorization of symmetric matrices
• On the Cholesky factorization of the Gram matrix of multivariate functions
• Matrix factorizations and semi-orthogonal decompositions for blowing-ups
• scientific article; zbMATH DE number 3958566 (Why is no real title available?)
• Cholesky decomposition of the Hilbert matrix
• scientific article; zbMATH DE number 4189084 (Why is no real title available?)
• Cholesky decomposition of a positive semidefinite matrix with known kernel
• A Scalable Gaussian Process for Large-Scale Periodic Data

This page was built for publication: Cholesky factorization of semidefinite Toeplitz matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q677932)