DocumentCode
1561820
Title
Fast algorithms to QR factor circulant matrices
Author
Demeure, Cédric J. ; Scharf, Louis L.
Author_Institution
Dept. of Electr. & Comput. Eng., Colorado Univ., Boulder, CO, USA
fYear
1989
Firstpage
1123
Abstract
The authors introduce a fast algorithm for computing the QR factors of a complex vertically circulant matrix C . The complexity of the algorithm is 5mn +2n 2+O( m ) complex-fixed point operations or 3mn +n 2+O(m ) complex floating-point operations, where m is the number of rows in C and n is the number of columns (it is supposed that m <n ). This algorithm can be used to solve overdetermined systems in the least-squares sense and to find an orthogonal basis spanning the same subspace as the columns of C . The matrices Q and R can be computed independently if desired. The authors also introduce a block QR factorization with two-by-two blocks, which is based on the split Levinson algorithm
Keywords
matrix algebra; QR factor circulant matrices; block QR factorization; complex floating-point operations; complex vertically circulant matrix; complex-fixed point operations; fast algorithm; least-squares; orthogonal basis; overdetermined systems; split Levinson algorithm; Contracts; Convolution; Digital signal processing; Equations; Fixed-point arithmetic; Least squares methods; Linear systems; Signal processing algorithms; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1989. ICASSP-89., 1989 International Conference on
Conference_Location
Glasgow
ISSN
1520-6149
Type
conf
DOI
10.1109/ICASSP.1989.266630
Filename
266630
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