Cholesky factorization of semidefinite Toeplitz matrices

Linear Algebra and Its Applications

Volumn 254, Issue 1-3, 1997, Pages 497-525

  Stewart, Michael ^a  

^a Stanford University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039972007     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(96)00517-4     Document Type: Article

References (8)

1. A. W. Bojanczyk, R. P. Brent, F. R. De Hoog, and D. R. Sweet, On the stability of the Bareiss and related Toeplitz factorization algorithms, SIAM J. Matrix Anal. Appl. 16:40-57 (1995).
2. G. H. Golub and C. F. Van Loan, Matrix Computations, 2nd ed., Johns Hopkins U.P., Baltimore, 1989.
3. S. Haykin, Adaptive Filter Theory, Prentice-Hall, 1991.
4. N. J. Higham, Analysis of the Cholesky decomposition of a semidefinite matrix, in Reliable Numerical Computation (M. G. Cox and S. J. Hammarling, Eds.), Oxford U.P., 1990, pp. 161-185.
5. T. Kailath and J. Chun, Generalized displacement structure for block-Toeplitz, Toeplitz-block, and Toeplitz-derived matrices, SIAM J. Matrix Anal. Appl. 15:114-128 (1994).
6. M. Stewart and P. Van Dooren, Stability issues in the factorization of structured matrices, SIAM J. Matrix Anal. Appl., to appear.
7. J. M. Varah, The prolate matrix, Linear Algebra Appl. 187:269-178 (1993).
8. J. H. Wilkinson, The Algebraic Eigenvalue Problem, Oxford U.P., London, 1965.