Title: A Look-Ahead Block Schur Algorithm for Toeplitz-Like Matrices
Abstract:We derive a look-ahead recursive algorithm for the block triangular factorization of Toeplitz-like matrices. The derivation is based on combining the block Schur/Gauss reduction procedure with displac...We derive a look-ahead recursive algorithm for the block triangular factorization of Toeplitz-like matrices. The derivation is based on combining the block Schur/Gauss reduction procedure with displacement structure and leads to an efficient block-Schur complementation algorithm. For an $n \times n$ Toeplitz-like matrix, the overall computational complexity of the algorithm is $O( rn^2 + \frac{n^3 }{t} )$ operations, where r is the matrix displacement rank and t is the number of diagonal blocks. These blocks can be of any desirable size. They may, for example, correspond to the smallest nonsingular leading submatrices or, alternatively, to numerically well-conditioned blocks.Read More
Publication Year: 1995
Publication Date: 1995-04-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 31
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