Look-ahead Levinson- and Schur-type recurrences in the Padé table

MaRDI QIDQ1920161zbMATH OpenFDO

Authors Marlis Hochbruck, Martin H. Gutknecht

Publication date 9 December 1996

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/118935, http://www.emis.de/journals/ETNA/vol.2.1994/

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zbMATH Keywords

biorthogonal polynomialsfast algorithmLevinson algorithmlook-aheadPadé approximantsSchur algorithmToeplitz matrix

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Moment problems and interpolation problems in the complex plane (30E05) Padé approximation (41A21) Trigonometric moment problems in one variable harmonic analysis (42A70) Prediction theory (aspects of stochastic processes) (60G25) Direct numerical methods for linear systems and matrix inversion (65F05)

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