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Condition Numbers of Toeplitz and Block Toeplitz Matrices

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I. Schur Methods in Operator Theory and Signal Processing

Part of the book series: Operator Theory: Advances and Applications ((OT,volume 18))

Abstract

Bounds for the condition number are obtained which indicate the dependence of the conditioning of a symmetric positive definite Toeplitz matrix on the sign distribution of its reflection coefficients. This dependence is illustrated with numerical examples. Similar bounds for symmetric positive definite block Toeplitz matrices are also presented.

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© 1986 Springer Basel AG

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Koltracht, I., Lancaster, P. (1986). Condition Numbers of Toeplitz and Block Toeplitz Matrices. In: Gohberg, I. (eds) I. Schur Methods in Operator Theory and Signal Processing. Operator Theory: Advances and Applications, vol 18. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-5483-2_11

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  • DOI: https://doi.org/10.1007/978-3-0348-5483-2_11

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-0348-5484-9

  • Online ISBN: 978-3-0348-5483-2

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