Inverse problems for orthogonal matrices, Toda flows, and signal processing

Leonid E. Faybusovich, Gregory S. Ammar, William B. Gragg · 2005

The authors consider Toda flows induced on the set of orthogonal upper Hessenberg matrices. The explicit formulas for the evolution of Schur parameters are given. Since Schur parameters determine orthogonal Hessenberg matrices uniquely, an explicit description is obtained of the evolution of a given orthogonal Hessenberg matrix under the Toda flow.>

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