Wiener-Hopf and spectral factorization of real polynomials by Newton's method

DOI10.1016/J.LAA.2013.02.020MaRDI QIDQ393389zbMATH OpenOpenAlexFDO

Authors A. Böttcher, Martin Halwass

Publication date 17 January 2014

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

Full work available at URL https://doi.org/10.1016/j.laa.2013.02.020

zbMATH Keywords

fast algorithmNewton's methodspectral factorizationstructured matricesWiener-Hopf factorizationJacobi matrixlocal quadratic convergenceCauchy-like matrix\(LU\)-decompositiondiscrete Fourier or cosine transformpolynomial factorizationsuperfast algorithm

Mathematics Subject Classification ID

Toeplitz, Cauchy, and related matrices (15B05) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Polynomials in real and complex fields: factorization (12D05) Numerical computation of roots of polynomial equations (65H04)

Recommendations

• A Newton method for canonical Wiener-Hopf and spectral factorization of matrix polynomials
• scientific article; zbMATH DE number 1262457
• Effective fast algorithms for polynomial spectral factorization
• Polynomial factorization through Toeplitz matrix computations
• Efficient algorithm for matrix spectral factorization

Cites work

• scientific article; zbMATH DE number 1682655 (Why is no real title available?)
• scientific article; zbMATH DE number 3131354 (Why is no real title available?)
• scientific article; zbMATH DE number 52545 (Why is no real title available?)
• scientific article; zbMATH DE number 53687 (Why is no real title available?)
• scientific article; zbMATH DE number 192931 (Why is no real title available?)
• scientific article; zbMATH DE number 3521438 (Why is no real title available?)
• scientific article; zbMATH DE number 3624709 (Why is no real title available?)
• scientific article; zbMATH DE number 3437821 (Why is no real title available?)
• scientific article; zbMATH DE number 778080 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A fast and stable algorithm for splitting polynomials
• A fast solver for linear systems with displacement structure
• A superfast solver for Sylvester's resultant linear systems generated by a stable and an anti-stable polynomial
• A superfast solver for real symmetric Toeplitz systems using real trigonometric transformations
• A survey of spectral factorization methods
• Algebraic methods for Toeplitz-like matrices and operators
• An algorithm for division of powerseries
• Are the coefficients of a polynomial well-conditioned functions of its roots?
• Bounding the Peak Sidelobe Level of Binary Sequences of All Lengths
• Computations with infinite Toeplitz matrices and polynomials
• DFT representations of Toeplitz-plus-Hankel Bézoutians with application to fast matrix-vector multiplication
• Displacement Structure Approach to Discrete-Trigonometric-Transform Based Preconditioners of G.Strang Type and of T.Chan Type
• Displacement Structure: Theory and Applications
• Effective fast algorithms for polynomial spectral factorization
• Efficient inversion formulas for Toeplitz-plus-Hankel matrices using trigonometric transformations
• Factorization of analytic functions by means of Koenig's theorem and Toeplitz computations
• Factorization of the Covariance Generating Function of a Pure Moving Average Process
• Fast Gaussian Elimination with Partial Pivoting for Matrices with Displacement Structure
• Fast and numerically stable algorithms for discrete cosine transforms
• Fast inversion of triangular Toeplitz matrices
• Fast solution of toeplitz systems of equations and computation of Padé approximants
• Generalized inverses of certain Toeplitz matrices
• Introduction to Bézoutians
• Introduction to large truncated Toeplitz matrices
• On computing reciprocals of power series
• Polynomial factorization through Toeplitz matrix computations
• Representations of Toeplitz-plus-Hankel martrices using trigonometric transformations with application to fast matrix-vector multiplication
• Resultant matrices and inversion of Bézoutians
• Spectral fractorization of Laurent polynomials
• Superfast Solution of Real Positive Definite Toeplitz Systems
• The Kantorovich theorem and interior point methods
• Transformation techniques for Toeplitz and Toeplitz-plus-Hankel matrices. I: Transformations

Cited in

(14)

• A divide and conquer method for polynomial zeros
• The Bauer-type factorization of matrix polynomials revisited and extended
• A Newton method for canonical Wiener-Hopf and spectral factorization of matrix polynomials
• A CMV-Based Eigensolver for Companion Matrices
• Fast and Backward Stable Computation of Roots of Polynomials
• Boundedness Behavior of the Spectral Factorization for Polynomial Data in the Wiener Algebra
• Computing eigenvalues of semi-infinite quasi-Toeplitz matrices
• Newton schemes for polynomial spectral factorization: scalar case
• On the kernel structure of generalized resultant matrices
• Numerical factorization of polynomials on the unit circle and the approximate solution of discrete Wiener-Hopf equations
• Quasi-Toeplitz matrix arithmetic: a MATLAB toolbox
• Polynomial factorization through Toeplitz matrix computations
• Multi-block boundary value methods for ordinary differential and differential algebraic equations
• Resultant matrices and inversion of Bézoutians

Describes a project that uses

Uses Software

• na31
• drsolve

This page was built for publication: Wiener-Hopf and spectral factorization of real polynomials by Newton's method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q393389)