%0 Journal Article
%T A weakly stable algorithm for general Toeplitz systems
%A Adam W. Bojanczyk
%A Richard P. Brent
%A Frank R. de Hoog
%J Mathematics
%D 2010
%I arXiv
%R 10.1007/BF02140770
%X We show that a fast algorithm for the QR factorization of a Toeplitz or Hankel matrix A is weakly stable in the sense that R^T.R is close to A^T.A. Thus, when the algorithm is used to solve the semi-normal equations R^T.Rx = A^Tb, we obtain a weakly stable method for the solution of a nonsingular Toeplitz or Hankel linear system Ax = b. The algorithm also applies to the solution of the full-rank Toeplitz or Hankel least squares problem.
%U http://arxiv.org/abs/1005.0503v1