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出 版 物:《SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING》 (工业与应用数学会科学计算杂志)
年 卷 期:1987年第8卷第6期
页 面:899-913页
核心收录:
学科分类:07[理学] 070104[理学-应用数学] 0701[理学-数学]
主 题:65F05 65F30 15A06 QR factorization triangular factorization displacement structure Toeplitz Schur algorithm
摘 要:We present a family of new fast algorithms for QR factorization of certain structured matrices, including rectangular Toeplitz matrices and a variety of other Toeplitz-like matrices. It possesses a very regular structure, and appears to be very convenient for parallel implementation. Moreover it is shown that the same architecture can be used for either triangular factorization or QR factorization. Our approach separates the conceptual and implementational aspects of the problem. Our analysis reveals a variety of algorithmic implementations of the basic procedure, all with potentially different numerical properties that need further examination.