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arXiv · 1005.0503

A weakly stable algorithm for general Toeplitz systems

Adam W. Bojanczyk·Richard P. Brent·Frank R. de Hoog
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Abstract

We show that a fast algorithm for the QR factorization of a Toeplitz or Hankel matrix A is weakly stable in the sense that R^T.R is close to A^T.A. Thus, when the algorithm is used to solve the semi-normal equations R^T.Rx = A^Tb, we obtain a weakly stable method for the solution of a nonsingular Toeplitz or Hankel linear system Ax = b. The algorithm also applies to the solution of the full-rank Toeplitz or Hankel least squares problem.

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Adam W. Bojanczyk, Richard P. Brent, Frank R. de Hoog. 2010-05-04. A weakly stable algorithm for general Toeplitz systems. https://doi.org/10.1007/bf02140770

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