Abstract
In this paper fast algorithms for the solution of systems Tu = b with a strongly nonsingular hermitian Toeplitz coefficient matrix T via different kinds of factorizations of the matrix T are discussed. The first aim is to show that ZW-factorization of T is more efficient than the corresponding LU-factorization. The second aim is to design and compare different Schurtype algorithms for LU- and ZW-factorization of T. This concerns the classical Schur-Bareiss algorithm, 3-term one-step and double-step algorithms, and the Schur-type analogue of a Levinson-type algorithm of B. Krishna and H. Krishna. The latter one reduces the number of the multiplications by almost 50% compared with the classical Schur-Bareiss algorithm.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
E.H. Bareiss, Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices, Numer. Math., 13 (1969), 404–424.
D. Bini, V. Pan, Polynomial and Matrix Computations, Birkhauser Verlag, Basel, Boston, Berlin, 1994.
Y. Bistritz, H. Lev-Ari, T. Kailath, Immitance-type three-term Schur and Levinson recursions for quasi-Toeplitz complex Hermitian matrices, SIAM J. Matrix. Analysis Appl., 123, (1991), 497–520.
A. Bojanczyk, R. Brent, F. de Hoog, D. Sweet, On the stability of Bareiss and related Toeplitz factorization algorithms, SIAM J. Matrix. Analysis Appl., 16,1 (1995), 40-57.
[5] R.P. Brent, Stability of fast algorithms for structured linear systems, In: T. Kailath, A.H. Sayed (Eds.), Fast Reliable Algorithms for Matrices with Structure, SIAM, Philadelphia, 1999.
P. Delsarte, Y. Genin, On the splitting of classical algorithms in linear prediction theory, IEEE Transactions on Acoustics Speech and Signal Processing, ASSP-35 (1987), 645–653.
C.J. Demeure, Bowtie factors of Toeplitz matrices by means of split algorithms, IEEE Transactions on Acoustics Speech and Signal Processing, ASSP-37,10 (1989), 1601–1603.
D.J. Evans, M. Hatzopoulos, A parallel linear systems solver, Internat. J. Comput. Math., 73,3 (1979), 227–238.
I. Gohberg, I. Koltracht, T. Xiao, Solution of the Yule-Walker equations, Advanced Signal Processing Algorithms, Architectures, and Implementation II, Proceedings of SPIE, 1566 (1991).
I. Gohberg, A. A. Semençul, On the inversion of finite Toeplitz matrices and their continuous analogs (in Russian), Matemat. Issledovanya, 7,2 (1972), 201–223.
G. Golub, C. Van Loan, Matrix Computations, John Hopkins University Press, Baltimore, 1996.
G. Heinig, Chebyshev-Hankel matrices and the splitting approach for centrosymmetric Toeplitz-plus-Hankel matrices, Linear Algebra Appl., 327,1-3 (2001), 181–196.
G. Heinig, K. Rost, Algebraic Methods for Toeplitz-like Matrices and Operators, Birkhauser Verlag, Basel, Boston, Stuttgart, 1984.
G. Heinig, K. Rost, DFT representations of Toeplitz-plus-Hankel Bezoutians with application to fast matrix-vector multiplication, Linear Algebra Appl., 284 (1998), 157–175.
G. Heinig, K. Rost, Fast algorithms for skewsymmetric Toeplitz matrices, Operator Theory: Advances and Applications, Birkhauser Verlag, Basel, Boston, Berlin, 135 (2002), 193–208.
G. Heinig, K. Rost, Fast algorithms for centro-symmetric and centro-skewsymmetric Toeplitz-plus-Hankel matrices, Numerical Algorithms, 33 (2003), 305–317.
G. Heinig, K. Rost, New fast algorithms for Toeplitz-plus-Hankel matrices, SIAM Journal Matrix Anal. Appl. 25(3), 842–857 (2004).
G. Heinig, K. Rost, Split algorithms for skewsymmetric Toeplitz matrices with arbitrary rank profile, Theoretical Computer Science 315(2-3), 453–468 (2004).
T. Kailath, A theorem of I. Schur and its impact on modern signal processing, Operator Theory: Advances and Applications, Birkhauser Verlag, Basel, Boston, Stuttgart, 18 (1986), 9–30.
[20] T. Kailath, A.H. Sayed, Fast Reliable Algorithms for Matrices with Structure, SIAM, Philadelphia, 1999.
B. Krishna, H. Krishna, Computationally efficient reduced polynomial based algorithms for hermitian Toeplitz matrices, SIAM J. Appl. Math., 49,4 (1989), 1275–1282.
H. Krishna, S.D. Morgera, The Levinson recurrence and fast algorithms for solving Toeplitz systems of linear equations, IEEE Transactions on Acoustics Speech and Signal Processing, ASSP-35 (1987), 839–848.
E.M. Nikishin, V.N. Sorokin, Rational approximation and orthogonality (in Russian), Nauka, Moscow 1988; English: Transl. of Mathematical Monographs 92, Providence, AMS 1991.
S. Chandra Sekhara Rao, Existence and uniqueness of WZ factorization, Parallel Comp., 23,8 (1997), 1129–1139.
W.F. Trench, An algorithm for the inversion of finite Toeplitz matrices, J. Soc. Indust. Appl. Math., 12 (1964), 515–522.
J.M. Varah, The prolate matrix, Linear Algebra Appl., 187 (1993), 269–278.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Additional information
Dedicated to our teacher and friend Israel Gohberg
Rights and permissions
Copyright information
© 2005 Birkhäuser Verlag Basel/Switzerland
About this paper
Cite this paper
Heinig, G., Rost, K. (2005). Schur-type Algorithms for the Solution of Hermitian Toeplitz Systems via Factorization. In: Gohberg, I., et al. Recent Advances in Operator Theory and its Applications. Operator Theory: Advances and Applications, vol 160. Birkhäuser Basel. https://doi.org/10.1007/3-7643-7398-9_11
Download citation
DOI: https://doi.org/10.1007/3-7643-7398-9_11
Publisher Name: Birkhäuser Basel
Print ISBN: 978-3-7643-7290-3
Online ISBN: 978-3-7643-7398-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)