Fast Toeplitz orthogonalization

DOI10.1007/BF01389635zbMATH Open0504.65017MaRDI QIDQ1836271FDOQ1836271

Authors: D. R. Sweet 

Publication date: 1984

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/132885

zbMATH Keywords

Toeplitz matrixQR factorizationleast-squares problem

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25)

Cites Work

• Methods for Modifying Matrix Factorizations
• Fast projection methods for minimal design problems in linear system theory
• Handbook series linear algebra. Linear least squares solutions by Householder transformations
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• Least Squares Computations by Givens Transformations Without Square Roots
• The Padé Table and Its Relation to Certain Algorithms of Numerical Analysis
• An Error Analysis of a Method for Solving Matrix Equations
• Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials
• Efficient solution of covariance equations for linear prediction
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Cited In (14)

• A total least squares method for Toeplitz systems of equations
• Hybrid algorithm for fast Toeplitz orthogonalization
• Numerical solution of Hamilton–Jacobi–Bellman equations by an exponentially fitted finite volume method
• Symbiosis between linear algebra and optimization
• A superfast method for solving Toeplitz linear least squares problems.
• Inverse of the covariance matrix of an MA(2) process
• Fast parallel QR decomposition of block-Toeplitz matrices
• A new algorithm for solving Toeplitz systems of equations
• A modification to the LINPACK downdating algorithm
• Stability analysis of a general Toeplitz system solver
• Fast block Toeplitz orthogonalization
• QR factorization of Toeplitz matrices
• Fast orthogonal decomposition of rank deficient Toeplitz matrices
• A fast but unstable orthogonal triangularization technique for Toeplitz matrices

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