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QR factorization of Toeplitz matrices |
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| Authors: | A W Bojanczyk R P Brent F R de Hoog |
| Institution: | (1) Computer Sciences Laboratory and Centre for Mathematical Analysis, Australian National University, 2601 Canberra, A.C.T., Australia;(2) Division of Mathematics and Statistics, GPO Box 1965, 2601 Canberra, A.C.T., Australia |
| Abstract: | Summary This paper presents a new algorithm for computing theQR factorization of anm×n Toeplitz matrix inO(mn) operations. The algorithm exploits the procedure for the rank-1 modification and the fact that both principal (m–1)×(n–1) submatrices of the Toeplitz matrix are identical. An efficient parallel implementation of the algorithm is possible. |
| Keywords: | AMS(MOS): 65F05 CR: G1 3 |
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