QR factorization of toeplitz matrices
Numerische Mathematik
Fast toeplitz orthogonalization using inner decompositions
SIAM Journal on Scientific and Statistical Computing
Fast parallel algorithms for QR and triangular factorization
SIAM Journal on Scientific and Statistical Computing
Hybrid algorithm for fast Toeplitz orthogonalization
Numerische Mathematik
Discrete linearized least-squares rational approximation on the unit circle
ICCAM'92 Proceedings of the fifth international conference on Computational and applied mathematics
Vector Orthogonal Polynomials and Least Squares Approximation
SIAM Journal on Matrix Analysis and Applications
Fast Gaussian elimination with partial pivoting for matrices with displacement structure
Mathematics of Computation
Stable and Efficient Algorithms for Structured Systems of Linear Equations
SIAM Journal on Matrix Analysis and Applications
Accuracy and Stability of Numerical Algorithms
Accuracy and Stability of Numerical Algorithms
Generalizations of orthogonal polynomials
Journal of Computational and Applied Mathematics - Special issue: Proceedings of the conference on orthogonal functions and related topics held in honor of Olav Njåstad
Generalizations of orthogonal polynomials
Journal of Computational and Applied Mathematics - Special issue: Proceedings of the conference on orthogonal functions and related topics held in honor of Olav Njåstad
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We develop a new algorithm for solving Toeplitz linear least squares problems. The Toeplitz matrix is first embedded into a circulant matrix. The linear least squares problem is then transformed into a discrete least squares approximation problem for polynomial vectors. Our implementation shows that the normwise backward stability is independent of the condition number of the Toeplitz matrix.