Fast parallel QR decomposition of block-Toeplitz matrices |
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| Authors: | Hu Xiao Zheng Huirao Chen Xinmeng |
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| Institution: | (1) Department of Mathematics, Wuhan University, 430072 Wuhan, China;(2) Department of Computer Science, Wuhan University, 430072 Wuhan, China |
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| Abstract: | A fast algorithm FBTQ is presented which computes the QR factorization a block-Toeplitz matrixA(A∈R
ms×ns
) in O(mns
3) multiplications. We prove that the QR decomposition ofA and the inverse Cholesky decomposition can be computed in parallel using the sametransformation. We also prove that some
kind of Toeplitz-block matrices can be transformed into the corresponding block-Toeplitz matrices.
Supported by the National Natural Science Foundation of China and the National Climb Projection of China
Hu Xiao: born in Nov. 1970, MS |
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| Keywords: | block-Toeplitz matrices QR decomposition hyperbolic Householder transformation displacement structure |
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