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
Hlavní autoři: Haesun Park, Elden, L.
Médium: Konferenční příspěvek
Jazyk:angličtina
Vydáno: IEEE 1993
Témata:
Condition monitoring
Equations
Joining processes
Least squares methods
Matrix decomposition
Partitioning algorithms
Singular value decomposition
Stability
Vectors
ISBN:9780780309968, 0780309960
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Shrnutí: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).< >
ISBN:9780780309968
0780309960
DOI:10.1109/VLSISP.1993.404472