Fast block Toeplitz orthogonalization

DOI10.1007/BF01385644MaRDI QIDQ911220zbMATH OpenFDO

Authors D. R. Sweet

Publication date 1991

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/133520

zbMATH Keywords

algorithmsblock- Toeplitz matrixfast algorithmsGivens transformHouseholder operationsorthogonalizationQR factorization

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Orthogonalization in numerical linear algebra (65F25)

Review text

Algorithms are presented which compute the QR factorization of a block- Toeplitz matrix in \(O(n^ 2)\) block-operations, where n is the block- order of the matrix and a block-operation is a multiplication, inversion or a set of Householder operations involving one or two blocks. The algorithms are in general analogous to those presented in the scalar Toeplitz case in a previous paper, but the basic operation is the Householder transform rather than the Givens transform, and the computation of the Householder coefficients and other working matrices requires special treatment. Two algorithms are presented - the first computes only R explicitly and the second computes both Q and R.

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Cites work

• A fast but unstable orthogonal triangularization technique for Toeplitz matrices
• A lattice algorithm for factoring the spectrum of a moving average process
• An Error Analysis of a Method for Solving Matrix Equations
• Fast projection methods for minimal design problems in linear system theory
• Fast Toeplitz orthogonalization
• Methods for Modifying Matrix Factorizations
• QR factorization of Toeplitz matrices
• Recursive Algorithms for the Matrix Pade Problem

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• Hybrid algorithm for fast Toeplitz orthogonalization
• Fast orthogonal decomposition of rank deficient Toeplitz matrices
• Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems
• A fast but unstable orthogonal triangularization technique for Toeplitz matrices
• High performance algorithms for Toeplitz and block Toeplitz matrices
• A limit result concerning the \(QR\) factorization of banded Toeplitz matrices
• Fast algorithm for R of QR decomposition of block-Toeplitz matrices
• Fast Toeplitz Orthogonalization Using Inner Products
• The WY Representation for Products of Householder Matrices
• Fast algorithms for computing QR and Cholesky factors of Toeplitz operators
• Fast parallel QR decomposition of block-Toeplitz matrices
• Fast inverse Cholesky decomposition for rectangular Toeplitz-block matrix
• Fast cholesky factorization algorithm for s. p. d block-Toeplitz matrices
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