A fast but unstable orthogonal triangularization technique for Toeplitz matrices

DOI10.1016/0024-3795(87)90122-4zbMath0617.65016OpenAlexW1971151315MaRDI QIDQ1822200

Sanzheng Qiao, Franklin T. Luk

Publication date: 1987

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(87)90122-4

zbMATH Keywords

QR decompositionToeplitz matricesill-conditioned submatrices

Mathematics Subject Classification ID

Factorization of matrices (15A23) Hermitian, skew-Hermitian, and related matrices (15B57) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

Hybrid algorithm for fast Toeplitz orthogonalization, Stability analysis of a general Toeplitz system solver, Fast block Toeplitz orthogonalization

Cites Work

• A new algorithm for solving Toeplitz systems of equations
• Asymptotically fast solution of Toeplitz and related systems of linear equations
• Fast Toeplitz orthogonalization
• Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices
• A General Orthogonalization Technique with Applications to Time Series Analysis and Signal Processing
• Stability of Methods for Solving Toeplitz Systems of Equations
• The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations
• Fast solution of toeplitz systems of equations and computation of Padé approximants
• An Algorithm for the Inversion of Finite Toeplitz Matrices
• Toeplitz Matrix Inversion: The Algorithm of W. F. Trench
• Unnamed Item
• Unnamed Item
• Unnamed Item