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

zbMATH Open0852.41012MaRDI QIDQ1920161FDOQ1920161

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

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zbMATH Keywords

fast algorithmToeplitz matrixLevinson algorithmSchur algorithmlook-aheadbiorthogonal polynomialsPadé approximants

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Prediction theory (aspects of stochastic processes) (60G25) 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)

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