A note on the stability of Toeplitz matrix inversion formulas

You Wei Wen; Michael K. Ng; Wai Ki Ching; Hong Liu

doi:10.1016/j.aml.2003.11.002

A note on the stability of Toeplitz matrix inversion formulas

You Wei Wen
, Michael K. Ng
, Wai Ki Ching
, Hong Liu

Department of Mathematics

Research output: Contribution to journal › Journal article › peer-review

10 Citations (Scopus)

Abstract

In this paper, we consider the stability of the algorithms emerging from Toeplitz matrix inversion formulas. We show that if the Toeplitz matrix is nonsingular and well-conditioned, then they are numerically forward stable.

Original language	English
Pages (from-to)	903-907
Number of pages	5
Journal	Applied Mathematics Letters
Volume	17
Issue number	8
DOIs	https://doi.org/10.1016/j.aml.2003.11.002
Publication status	Published - Aug 2004

User-Defined Keywords

Forward stable
Inversion formulas
Stability
Toeplitz matrix

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10.1016/j.aml.2003.11.002

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title = "A note on the stability of Toeplitz matrix inversion formulas",

abstract = "In this paper, we consider the stability of the algorithms emerging from Toeplitz matrix inversion formulas. We show that if the Toeplitz matrix is nonsingular and well-conditioned, then they are numerically forward stable.",

keywords = "Forward stable, Inversion formulas, Stability, Toeplitz matrix",

author = "Wen, \{You Wei\} and Ng, \{Michael K.\} and Ching, \{Wai Ki\} and Hong Liu",

note = "Research supported by RGC Grant Nos. HKU7130/02P and HKU7046/03P. Research supported by GD-NSF Grant No. 032475 and CAS Grant No. KZC1-SW-18. Publisher Copyright: {\textcopyright} 2004 Elsevier Ltd. All rights reserved.",

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AU - Wen, You Wei

AU - Ng, Michael K.

AU - Ching, Wai Ki

AU - Liu, Hong

N1 - Research supported by RGC Grant Nos. HKU7130/02P and HKU7046/03P. Research supported by GD-NSF Grant No. 032475 and CAS Grant No. KZC1-SW-18. Publisher Copyright: © 2004 Elsevier Ltd. All rights reserved.

PY - 2004/8

Y1 - 2004/8

N2 - In this paper, we consider the stability of the algorithms emerging from Toeplitz matrix inversion formulas. We show that if the Toeplitz matrix is nonsingular and well-conditioned, then they are numerically forward stable.

AB - In this paper, we consider the stability of the algorithms emerging from Toeplitz matrix inversion formulas. We show that if the Toeplitz matrix is nonsingular and well-conditioned, then they are numerically forward stable.

KW - Forward stable

KW - Inversion formulas

KW - Stability

KW - Toeplitz matrix

UR - https://www.scopus.com/pages/publications/7444255532

U2 - 10.1016/j.aml.2003.11.002

DO - 10.1016/j.aml.2003.11.002

M3 - Journal article

AN - SCOPUS:7444255532

SN - 0893-9659

VL - 17

SP - 903

EP - 907

JO - Applied Mathematics Letters

JF - Applied Mathematics Letters

IS - 8

ER -

A note on the stability of Toeplitz matrix inversion formulas

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