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AUTHOR(S): Yuval Bistritz
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ABSTRACT The paper presents a fast and efficient integer algorithm for the fraction-free triangular factorization of a strongly regular Hermitian Toeplitz matrix. The algorithm enhances the ordinary fast Schur algorithm for this factorization with the property that when it is applied to a matrix with (Gaussian or real) integer entries, the algorithm is completed over the respective integral domain with integers of minimal length and an overall low binary complexity. |
KEYWORDS Schur algorithm, Integer algorithms, Covariance matrix, LDU factorization |
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Cite this paper Yuval Bistritz. (2018) Fraction-Free Factorization of a Toeplitz Matrix. International Journal of Mathematical and Computational Methods, 3, 51-57 |
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