Title :
Numerical properties of a fast algorithm for QR factorization
Author :
Chun, J. ; Kailath, Thomas
Author_Institution :
Stanford University, Stanford, CA
Abstract :
We study the numerical stability of the Schur-Levinson type fast Toeplitz QR factorization algorithm. Our results show that the algorithm gives good results for a well-conditioned Toeplitz system of equations. We present a technique for improving the conditioning of the matrix arising in the AR modeling problem.
Keywords :
Algorithm design and analysis; Control systems; Equations; Error analysis; Information systems; Inspection; Numerical stability; Reflection; Symmetric matrices;
Conference_Titel :
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location :
Los Angeles, California, USA
DOI :
10.1109/CDC.1987.272747
