A fast algorithm for Q R^-1 factorization of Toeplitz matrices

DOI10.1016/0165-1684(94)00113-EMaRDI QIDQ673946zbMATH OpenOpenAlexFDO

Authors George-Othon A. Glentis

Publication date 28 February 1997

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(94)00113-e

zbMATH Keywords

efficient algorithmsfilteringGram-Schmidt methodleast squares estimationQR factorizationsystem identificationToeplitz matrices

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(5)

• \(O(n\log^ 2n)\) determinant computation of a Toeplitz matrix and fast variance estimation
• Fast Toeplitz Orthogonalization Using Inner Products
• Fast algorithms for computing QR and Cholesky factors of Toeplitz operators
• Fast Inverse QR Factorization for Toeplitz Matrices
• scientific article; zbMATH DE number 1180525 (Why is no real title available?)

Describes a project that uses

Uses Software

• Matlab

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