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)

Full work available at URL https://doi.org/10.1007/BF02142744

zbMATH Keywords

fast orthogonal decompositionfast QR factorizationlook ahead Lanczos methodrank deficientToeplitz matrix

Mathematics Subject Classification ID

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

Review text

The fast QR factorization of a Toeplitz matrix developed by \textit{G. Cybenko} [SIAM J. Sci. Stat. Comput. 8, No. 5, 734-740 (1987; Zbl 0689.65022)] is modified to handle rank deficient cases. It uses a block form in a spirit similar to the look ahead Lanczos method.

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Cites work

• 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
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• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 3902535 (Why is no real title available?)
• QR factorization of Toeplitz matrices
• Rang revealing QR factorizations
• Some Extensions of an Algorithm for Sparse Linear Least Squares Problems
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Cited in

(8)

• Symbiosis between linear algebra and optimization
• Stability analysis of a general Toeplitz system solver
• High performance algorithms for Toeplitz and block Toeplitz matrices
• Full rank Cholesky factorization for rank deficient matrices
• Fast matrix decomposition in F₂
• Rank properties of a sequence of block bidiagonal Toeplitz matrices
• Orthogonalization Via Deflation: A Minimum Norm Approach for Low-Rank Approximations of a Matrix
• A symmetric rank-revealing toeplitz matrix decomposition

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