SVD and Signal Processing III 1995
DOI: 10.1016/b978-044482107-2/50019-4
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A block toeplitz look-ahead schur algorithm

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Cited by 4 publications
(2 citation statements)
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“…A rst idea to overcome instable behavior of the classical algorithms is to \look ahead" from one well-conditioned section to the next one and jump over the illconditioned sections that lie in between. For Toeplitz systems several look-ahead algorithms were designed in 10,11,14,15,17,22,24,25,26,27,34]. For Hankel systems we refer to 6,9,16].…”
Section: Introduction Subject Of the Paper Are Linear Systems Of Equmentioning
confidence: 99%
“…A rst idea to overcome instable behavior of the classical algorithms is to \look ahead" from one well-conditioned section to the next one and jump over the illconditioned sections that lie in between. For Toeplitz systems several look-ahead algorithms were designed in 10,11,14,15,17,22,24,25,26,27,34]. For Hankel systems we refer to 6,9,16].…”
Section: Introduction Subject Of the Paper Are Linear Systems Of Equmentioning
confidence: 99%
“…Then, since R is a symmetric block-toeplitz matrix, the optimal solution g opt in (3.1) can be computed with the Levinson-Durbin solver with O (LI g ) 2 operations by recursively iterating from order 0 to order I g −1. Alternatively, the optimal solution can be obtained with a fast solver based on the Schur algorithm [89,90], which exploits the block-toeplitz structure of R to compute its Cholesky factorization with O (LI g ) 2 operations [91].…”
Section: Fast Solversmentioning
confidence: 99%