Cholesky factorization of semidefinite Toeplitz matrices

DOI10.1016/S0024-3795(96)00517-4zbMATH Open0872.65019WikidataQ126812180 ScholiaQ126812180MaRDI QIDQ677932FDOQ677932

Authors: Michael Stewart 

Publication date: 16 September 1997

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

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zbMATH Keywords

Cholesky factorizationstabilityalgorithmbackward error boundssemidefinite Toeplitz matrices

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Cites Work

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• On the Stability of the Bareiss and Related Toeplitz Factorization Algorithms
• The prolate matrix
• Generalized Displacement Structure for Block-Toeplitz, Toeplitz-Block, and Toeplitz-Derived Matrices
• Stability Issues in the Factorization of Structured Matrices

Cited In (13)

• A structured rank-revealing method for Sylvester matrix
• Data-driven spectral analysis of the Koopman operator
• Cholesky-like factorizations of skew-symmetric matrices
• Cholesky decomposition of the Hilbert matrix
• Title not available (Why is that?)
• A Scalable Gaussian Process for Large-Scale Periodic Data
• Monotone convex sequences and Cholesky decomposition of symmetric Toeplitz matrices
• Cholesky decomposition of a positive semidefinite matrix with known kernel
• Matrix factorizations and semi-orthogonal decompositions for blowing-ups
• Cholesky, Toeplitz and the triangular factorization of symmetric matrices
• On the Cholesky factorization of the Gram matrix of multivariate functions
• The generalized Schur algorithm and some applications
• Title not available (Why is that?)

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