A weakly stable algorithm for general Toeplitz systems
نویسندگان
چکیده
We show that a fast algorithm for the QR factorization of a Toeplitz or Hankel matrix A is weakly stable in the sense that RR is close to AA. Thus, when the algorithm is used to solve the semi-normal equations RRx = A b, we obtain a weakly stable method for the solution of a nonsingular Toeplitz or Hankel linear systemAx = b. The algorithm also applies to the solution of the full-rank Toeplitz or Hankel least squares problem minkAx bk2. 1991 Mathematics Subject Classi cation. Primary 65F25; Secondary 47B35, 65F05, 65F30, 65Y05, 65Y10
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ورودعنوان ژورنال:
- CoRR
دوره abs/1005.0503 شماره
صفحات -
تاریخ انتشار 1993