Fast Toeplitz orthogonalization

DOI10.1007/BF01389635MaRDI QIDQ1836271zbMATH OpenFDO

Authors D. R. Sweet

Publication date 1984

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/132885

zbMATH Keywords

Toeplitz matrixQR factorizationleast-squares problem

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25)

Cites work

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• Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials
• An Error Analysis of a Method for Solving Matrix Equations
• Efficient solution of covariance equations for linear prediction
• Fast projection methods for minimal design problems in linear system theory
• Handbook series linear algebra. Linear least squares solutions by Householder transformations
• Least Squares Computations by Givens Transformations Without Square Roots
• Methods for Modifying Matrix Factorizations
• The Padé Table and Its Relation to Certain Algorithms of Numerical Analysis

Cited in

(14)

• Stability analysis of a general Toeplitz system solver
• Inverse of the covariance matrix of an MA(2) process
• Fast orthogonal decomposition of rank deficient Toeplitz matrices
• A fast but unstable orthogonal triangularization technique for Toeplitz matrices
• Symbiosis between linear algebra and optimization
• Fast block Toeplitz orthogonalization
• QR factorization of Toeplitz matrices
• A modification to the LINPACK downdating algorithm
• A total least squares method for Toeplitz systems of equations
• A superfast method for solving Toeplitz linear least squares problems.
• Hybrid algorithm for fast Toeplitz orthogonalization
• Numerical solution of Hamilton–Jacobi–Bellman equations by an exponentially fitted finite volume method
• Fast parallel QR decomposition of block-Toeplitz matrices
• A new algorithm for solving Toeplitz systems of equations

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