Fast Inverse QR Factorization for Toeplitz Matrices

DOI10.1137/0914070MaRDI QIDQ4271102zbMATH OpenOpenAlexFDO

Authors James G. Nagy

Publication date 9 January 1994

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0914070

zbMATH Keywords

regularizationCholesky decompositionill-conditioned problemsleast squares problemToeplitz matricesparallel implementationGivens rotationoperations countfast QR factorization algorithms

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Parallel numerical computation (65Y05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25)

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(9)

• Stability analysis of a general Toeplitz system solver
• Fast Toeplitz Orthogonalization Using Inner Products
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• QR factorization for the regularized least squares problem on hypercubes
• Construction of Periodic Prolate Spheroidal Wavelets Using Interpolation
• Fast Triangular Factorization and Inversion of Hermitian, Toeplitz, and Related Matrices with Arbitrary Rank Profile
• scientific article; zbMATH DE number 4147401 (Why is no real title available?)
• Fast inverse Cholesky decomposition for rectangular Toeplitz-block matrix
• An Efficient Algorithm for the Regularization of Ill-Conditioned Least Squares Problems with Triangular Toeplitz Matrix

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