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
DOI:
https://doi.org/10.1090/S0025-5718-1973-0329235-5
MathSciNet review:
0329235
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Abstract | References | Similar Articles | Additional Information
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