Algorithms for triangular decomposition of block Hankel and Toeplitz matrices with application to factoring positive matrix polynomials
Algorithms for triangular decomposition of block Hankel and Toeplitz matrices with application to factoring positive matrix polynomials
复制标题
块 Hankel 和 Toeplitz 矩阵的三角分解算法及其应用于因式分解正矩阵多项式
DOI:
10.1090/s0025-5718-1973-0329235-5
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发表时间:
1973
影响因子:
2
通讯作者:
J. Rissanen
中科院分区:
文献类型:
--
作者:
J. Rissanen
Algorithms are given for calculating the block triangular factors A, A, B = A-1 and A = -' and the block diagonal factor D in the factorizations R = ADA and BRB = D of block Hankel and Toeplitz matrices R. The algorithms require O(p3n2) operations when R is an n X n-matrix of p X p-blocks. As an application, an iterative method is described for factoring p X p-matrix valued positive polynomials R = E7=-m Rix', R_ = R', asA(x)A'(x-1), where A(x) is outer.