Numerical properties of a fast algorithm for QR factorization
Joohwan Chun, T. Kailath · 1987
We study the numerical stability of the Schur-Levinson type fast Toeplitz QR factorization algorithm. Our results show that the algorithm gives good results for a well-conditioned Toeplitz system of equations. We present a technique for improving the conditioning of the matrix arising in the AR modeling problem.