Fast orthogonal decomposition of rank deficient Toeplitz matrices

DOI10.1007/BF02142744MaRDI QIDQ1208061zbMATH OpenFDO

Authors Per Christian Hansen, Henrik Gesmar

Publication date 16 May 1993

Published in Numerical Algorithms (Search for Journal in Brave)

zbMATH Keywords

Toeplitz matrixfast orthogonal decompositionfast QR factorizationlook ahead Lanczos methodrank deficient

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 1180525

Cites work

• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 3902535 (Why is no real title available?)
• A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
• A Look-Ahead Levinson Algorithm for Indefinite Toeplitz Systems
• Fast Toeplitz Orthogonalization Using Inner Products
• Fast Toeplitz orthogonalization
• QR factorization of Toeplitz matrices
• Rang revealing QR factorizations
• Some Extensions of an Algorithm for Sparse Linear Least Squares Problems
• The numerical stability of the lattice algorithm for least squares linear prediction problems

Cited in

(7)

• Symbiosis between linear algebra and optimization
• Full rank Cholesky factorization for rank deficient matrices
• Stability analysis of a general Toeplitz system solver
• High performance algorithms for Toeplitz and block Toeplitz matrices
• Fast matrix decomposition in \(\mathbb F_2\)
• Orthogonalization Via Deflation: A Minimum Norm Approach for Low-Rank Approximations of a Matrix
• Rank properties of a sequence of block bidiagonal Toeplitz matrices

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