Fast and accurate Toeplitz matrix triangulation for linear prediction
The authors present a new O(mn) algorithm for triangularizing an m /spl times/ n Toeplitz matrix. The algorithm is based on the previously developed recursive algorithms that exploit the Toeplitz structure and compute each row of the triangular factor via updating and downdating steps. We monitor th...
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| Vydáno v: | IEEE Workshop on VLSI Signal Processing, 1993 s. 343 - 351 |
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| Hlavní autoři: | , |
| Médium: | Konferenční příspěvek |
| Jazyk: | angličtina |
| Vydáno: |
IEEE
1993
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| Témata: | |
| ISBN: | 9780780309968, 0780309960 |
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| Abstract | The authors present a new O(mn) algorithm for triangularizing an m /spl times/ n Toeplitz matrix. The algorithm is based on the previously developed recursive algorithms that exploit the Toeplitz structure and compute each row of the triangular factor via updating and downdating steps. We monitor the conditioning of the downdating problems, and use the method of corrected semi-normal equations to obtain higher accuracy for ill-conditioned downdating problems. Numerical experiments show that the new algorithm improves the accuracy significantly while the computational complexity stays in O(mn).< > |
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| AbstractList | The authors present a new O(mn) algorithm for triangularizing an m /spl times/ n Toeplitz matrix. The algorithm is based on the previously developed recursive algorithms that exploit the Toeplitz structure and compute each row of the triangular factor via updating and downdating steps. We monitor the conditioning of the downdating problems, and use the method of corrected semi-normal equations to obtain higher accuracy for ill-conditioned downdating problems. Numerical experiments show that the new algorithm improves the accuracy significantly while the computational complexity stays in O(mn).< > |
| Author | Elden, L. Haesun Park |
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| Snippet | The authors present a new O(mn) algorithm for triangularizing an m /spl times/ n Toeplitz matrix. The algorithm is based on the previously developed recursive... |
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| StartPage | 343 |
| SubjectTerms | Condition monitoring Equations Joining processes Least squares methods Matrix decomposition Partitioning algorithms Singular value decomposition Stability Vectors |
| Title | Fast and accurate Toeplitz matrix triangulation for linear prediction |
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