Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle

DOI10.1016/0377-0427(93)90294-LzbMATH Open0777.65013MaRDI QIDQ1802166FDOQ1802166

Publication date: 1993

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

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Gaussian quadrature Levinson algorithm Arnoldi process isometric operators inverse Cholesky factorization positive definite Toeplitz matrices

Mathematics Subject Classification ID

General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55) Approximation in the complex plane (30E10)

Cites Work

Rank-one modification of the symmetric eigenproblem
Discrete and continuous boundary problems
The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations
The principle of minimized iterations in the solution of the matrix eigenvalue problem
Matrix interpretations and applications of the continued fraction algorithm
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Restrictions of Normal Operators, Padé Approximation and Autoregressive Time Series
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A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
Moments and characteristic roots
Bestimmung der Eigenwerte orthogonaler Matrizen
On fast computation of superdiagonal Padé fractions
Moments and characteristic roots. II
Separation theorems for normalizable matrices

Cited In (67)

On an Economic Arnoldi Method for $BML$-Matrices
Revisiting $(k,\ell)$-step methods
On rotated CMV operators and orthogonal polynomials on the unit circle
A numerical comparison of two minimal residual methods for linear polynomials in unitary matrices
On the convergence of numerical integration as a finite matrix approximation to multiplication operator
Polynomial zerofinders based on Szegő polynomials
A quasiseparable approach to five-diagonal CMV and Fiedler matrices
Refined interlacing properties for zeros of paraorthogonal polynomials on the unit circle
Orthogonal Laurent polynomials on the unit circle and snake-shaped matrix factorizations
Orthogonal polynomials on the unit circle and chain sequences
Fast QR iterations for unitary plus low rank matrices
Markov's theorem for weight functions on the unit circle
Quadrature formulas associated with Rogers-Szegő polynomials
An application of Szegő polynomials to the computation of certain weighted integrals on the real line
Sieved para-orthogonal polynomials on the unit circle
Sensitivity analysis for Szegő polynomials
Continuation methods for the computation of zeros of Szegő polynomials
Signal recovery by discrete approximation and a Prony-like method
Para-orthogonal polynomials in frequency analysis
Cesàro asymptotics for orthogonal polynomials on the unit circle and classes of measures
Computing spectral measures and spectral types
The restarted QR-algorithm for eigenvalue computation of structured matrices
On an inverse eigenvalue problem for unitary Hessenberg matrices
Trigonometric orthogonal systems and quadrature formulae
A Björck-Pereyra-type algorithm for Szegö-Vandermonde matrices based on properties of unitary Hessenberg matrices
A generalized isometric Arnoldi algorithm
SYMMLQ-like procedure for $Ax=b$ where $A$ is a special normal matrix
Szegő-Lobatto quadrature rules
A matrix approach to the computation of quadrature formulas on the unit circle
A generalized unitary Hessenberg matrix
On the construction of Szegő polynomials
A new numerical quadrature formula on the unit circle
Generalized averaged Szegő quadrature rules
Some results about numerical quadrature on the unit circle
Green's matrices
Quadratures and orthogonality associated with the Cayley transform
Computation of rational Szegő-Lobatto quadrature formulas
Reprint of: A quasiseparable approach to five-diagonal CMV and Fiedler matrices
Inverse eigenvalue problem of unitary Hessenberg matrices
Positive trigonometric quadrature formulas and quadrature on the unit circle
On monotonicity of zeros of paraorthogonal polynomials on the unit circle
Eigenvector computation for almost unitary Hessenberg matrices and inversion of Szegö-Vandermonde matrices via discrete transmission lines
Rational approximants associated with measures supported on the unit circle and the real line
A CS decomposition for orthogonal matrices with application to eigenvalue computation
Short recurrences for computing extended Krylov bases for Hermitian and unitary matrices
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CMV matrices: Five years after
Quadrature formulas on the unit circle with prescribed nodes and maximal domain of validity
Minimal representations of unitary operators and orthogonal polynomials on the unit circle
An inverse problem for Toeplitz matrices
Poncelet's theorem, paraorthogonal polynomials and the numerical range of compressed multiplication operators
An inexact Krylov-Schur algorithm for the unitary eigenvalue problem
On bi-orthogonal systems of trigonometric functions and quadrature formulas for periodic integrands
Spectral methods for orthogonal rational functions
Optimally Conditioned Vandermonde-Like Matrices
Szegő polynomials and quadrature formulas on the unit circle
Convergence of the unitary $QR$ algorithm with a unimodular Wilkinson shift
Matrix methods for quadrature formulas on the unit circle. A survey
Convergence of the shifted $QR$ algorithm for unitary Hessenberg matrices
Unitary orthogonalization processes
Error bounds in the isometric Arnoldi process
Toeplitz determinants and positive semidefiniteness
Further optimized look-ahead recurrences for adjacent rows in the Padé table and Toeplitz matrix factorizations
Anti-Szego quadrature rules
Orthogonal rational functions on the unit circle with prescribed poles not on the unit circle
Computations with quasiseparable polynomials and matrices
Rational Szegő quadratures associated with Chebyshev weight functions

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