Fast Toeplitz Orthogonalization Using Inner Products
George V. Cybenko · SIAM Journal on Scientific and Statistical Computing · 1987
A new method for the orthogonalization of complex m by n Toeplitz matrices of full rank is presented. An inverse $QR$ factorization is computed in $9mn + (27/2)n^2 $ multiplications and divisions. This method uses inner products and projections in the same spirit as lattice algorithms for linear prediction do.