Efficient implementation of wilson's algorithm for factorizing a self-reciprocal polynomial

DOI10.1007/BF01933201MaRDI QIDQ3862959zbMATH OpenFDO

Authors Dirk Laurie

Publication date 1980

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01933201

zbMATH Keywords

Bauer's algorithmCholesky factorizationfactorizing a self-reciprocal polynomialNewton's methodnumerical stabilitySchur-Cohn algorithmToeplitz matrixWilson's algorithm

Mathematics Subject Classification ID

Polynomials in real and complex fields: factorization (12D05) Factorization of matrices (15A23) Functional equations in the complex plane, iteration and composition of analytic functions of one complex variable (30D05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical computation of solutions to single equations (65H05)

Cites work

• Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials
• Factorization of the Covariance Generating Function of a Pure Moving Average Process
• scientific article; zbMATH DE number 3489473 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices

Cited in

(6)

• Sharp filters for short sequences
• A superfast solver for Sylvester's resultant linear systems generated by a stable and an anti-stable polynomial
• A fast algorithm for solving banded Toeplitz systems
• On the criterion function for ARMA estimation
• Improved frequency selective filters
• Econometric methods of signal extraction

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