• DocumentCode
    3088937
  • Title

    Numerical properties of a fast algorithm for QR factorization

  • Author

    Chun, J. ; Kailath, Thomas

  • Author_Institution
    Stanford University, Stanford, CA
  • Volume
    26
  • fYear
    1987
  • fDate
    9-11 Dec. 1987
  • Firstpage
    1642
  • Lastpage
    1644
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1987. 26th IEEE Conference on
  • Conference_Location
    Los Angeles, California, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1987.272747
  • Filename
    4049576
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3088937