Matrices of small Toeplitz rank, certain representations of the solution to an unstable system of linear equations with Toeplitz coefficient matrices, and related fast algorithms for solving such systems

DOI10.1134/S0965542514110050MaRDI QIDQ889185zbMATH OpenFDO

Authors V. I. Gel'fgat

Publication date 6 November 2015

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0965542514110050

zbMATH Keywords

fast algorithmToeplitz matrixToeplitz systemunstable system

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22)

Review text

The Toeplitz (cs)- and (sc)-decompositions are introduced and analysed for an arbitary square complex matrix based on their connections with solutions of two implicit Sylvester equations. Then, formulas for the solution of Tikhonov regularization problems are derived. These formulas show that the number of arithmetic operations required for solving a sequence of unstable problems is twice as large as the corresponding number for stable problems.

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Cites work

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• Efficient solution of a Toeplitz-plus-Hankel coefficient matrix system of equations
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• Toeplitz systems associated with the product of a formal Laurent series and a Laurent polynomial
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• On certain decompositions of complex inverse Toeplitz matrices and related fast algorithms for solving linear systems with Toeplitz coefficient matrices
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