Algorithms for triangular decomposition of block Hankel and Toeplitz matrices with application to factoring positive matrix polynomials

Author:
J. Rissanen

Journal:
Math. Comp. **27** (1973), 147-154

MSC:
Primary 65F30

MathSciNet review:
0329235

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Abstract: Algorithms are given for calculating the block triangular factors and and the block diagonal factor *D* in the factorizations and of block Hankel and Toeplitz matrices *R*. The algorithms require operations when *R* is an -matrix of -blocks.

As an application, an iterative method is described for factoring -matrix valued positive polynomials , as , where is outer.

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Additional Information

DOI:
https://doi.org/10.1090/S0025-5718-1973-0329235-5

Keywords:
Hankel and Toeplitz matrices,
triangular decomposition of matrices

Article copyright:
© Copyright 1973
American Mathematical Society