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Hybrid algorithm for fast Toeplitz orthogonalization. (English) Zbl 0629.65031

New techniques for fast Toeplitz QR decomposition are presented. The methods are based on the shift invariance property of a Toeplitz matrix. The numerical properties of the algorithms are discussed and some comparisons are made with two other fast Toeplitz orthogonalization methods.

MSC:

65F05 Direct numerical methods for linear systems and matrix inversion
65F20 Numerical solutions to overdetermined systems, pseudoinverses
65F25 Orthogonalization in numerical linear algebra
15A23 Factorization of matrices
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References:

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