Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle (Q1802166)
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scientific article; zbMATH DE number 219119
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| English | Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle |
scientific article; zbMATH DE number 219119 |
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Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle (English)
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1993
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It is shown that the Levinson algorithm for the inverse Cholesky factorization of positive definite Toeplitz matrices is a special case of a more general method. An efficient implementation of the Arnoldi process for isometric operators is given. A Gaussian quadrature on the unit circle is derived.
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Levinson algorithm
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inverse Cholesky factorization
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positive definite Toeplitz matrices
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Arnoldi process
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isometric operators
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Gaussian quadrature
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0.86580807
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0.8657875
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0.8599068
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0.8591319
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0.85496926
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0.8518024
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