QR factorization of Toeplitz matrices

DOI10.1007/BF01389431MaRDI QIDQ1063382zbMATH OpenOpenAlexFDO

Authors Adam W. Bojanczyk, Richard P. Brent, F. R. De Hoog

Publication date 1986

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/133100

zbMATH Keywords

computational complexityCholesky factorizationleast squaresToeplitz matrixnumerical stabilityorthogonal factorizationQR factorizationrank-1 modificationSweet's algorithm

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23)

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Cites work

• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• Fast Toeplitz orthogonalization
• Methods for Modifying Matrix Factorizations
• Stability of Methods for Solving Toeplitz Systems of Equations
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization

Cited in

(23)

• A total least squares method for Toeplitz systems of equations
• Hybrid algorithm for fast Toeplitz orthogonalization
• System identification by operatorial cancellation of nonlinear terms and application to a class of Volterra models
• A limit result concerning the \(QR\) factorization of banded Toeplitz matrices
• The prolate matrix
• Toeplitz approximate inverse preconditioner for banded Toeplitz matrices
• From Bareiss' algorithm to the stable computation of partial correlations
• A least squares approach to reduce stable discrete linear systems preserving their stability.
• On the sensitivity of generators for the QR factorization of quasiseparable matrices with total nonpositivity
• Derivation and analysis of fast bilinear algorithms for convolution
• scientific article; zbMATH DE number 5494062 (Why is no real title available?)
• A superfast method for solving Toeplitz linear least squares problems.
• Fast Toeplitz Orthogonalization Using Inner Products
• A modification to the LINPACK downdating algorithm
• Stability analysis of a general Toeplitz system solver
• Asymptotic properties of the QR factorization of banded Hessenberg–Toeplitz matrices
• Fast block Toeplitz orthogonalization
• Indefinite QR factorization
• Some complexity results in parallel matrix-based signal processing
• Fast inverse Cholesky decomposition for rectangular Toeplitz-block matrix
• An inverse factorization algorithm for linear prediction
• Fast orthogonal decomposition of rank deficient Toeplitz matrices
• Fast algorithms for computing QR and Cholesky factors of Toeplitz operators

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