TY - JOUR
AU - José Gregorio Marcano
AU - M.D. Morán
PY - 2019/12/01
Y2 - 2020/09/26
TI - A Geometrical Approach of the Levinson Algorithm for Block Toeplitz Matrices
JF - Statistics, Optimization & Information Computing
JA - Stat., optim. inf. comput.
VL - 7
IS - 4
SE - Research Articles
DO - 10.19139/soic-2310-5070-734
UR - http://iapress.org/index.php/soic/article/view/soic.v7i4.1210
AB - In this paper we obtain a version of the Levinson algorithm for block Toeplitz matrices in an infinity dimensional setting from a geometrical approach. With this methodology we obtain a sequence of operators in the Levinson recurrences whose norms in geometric terms represent angles between subspaces. Additionally, under this geometric framework a LU decomposition for a block Toeplitz matrix is obtained.
ER -