Parallel qr decomposition of toeplitz matrices

Abstract

We present a new algorithm for computing the QR factorization of an (m+1)x(n+1) Toeplitz matrix in O(mn) multiplications. The algorithm exploits the procedure for the rank-1 modification and the fact that both principal mxn submatrices of the Toeplitz matrix are identical. The matrix R is generated row by row and the matrix Q column by column, starting from the first row and column respectively. Each row of R (column of Q) is calculated from the previous row (column) after three implicit modifications of rank-1 to the matrix R, one updating and two downdatings. The procedure for rank-1 updating is due to Gill, Golub, Murray and Saunders, while that for rank-1 downdating is new and can be regarded as the reverse of rank-1 updating. Both updating and downdating operate on rows of R (columns of Q) from left to right (from top to bottom) which makes efficient parallel implementation possible. The QR factorization can be obtained in O(m+n) parallel steps with O(n) processors. Show more