Hybrid algorithm for fast Toeplitz orthogonalization (Q1094090)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hybrid algorithm for fast Toeplitz orthogonalization |
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Hybrid algorithm for fast Toeplitz orthogonalization (English)
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1988
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New techniques for fast Toeplitz QR decomposition are presented. The methods are based on the shift invariance property of a Toeplitz matrix. The numerical properties of the algorithms are discussed and some comparisons are made with two other fast Toeplitz orthogonalization methods.
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fast Toeplitz QR decomposition
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shift invariance
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Toeplitz matrix
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comparisons
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fast Toeplitz orthogonalization methods
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Givens rotation
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Householder transformation
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Cholesky factorization
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least squares problem
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