Matrix Algorithms in Signal Processing
Gene Howard Golub · 1990
Abstract : A final report describes the results obtained under the contract title, Matrix Algorithms in Signal Processing. A number of algorithms are described which have the properties that they are numerically stable, robust, and useful. A basic tool for many of these algorithms is the Lanczos class of algorithms. These algorithms have the virtue that they can be used in a dynamic environment and require little storage. Abstracts of several of the reports are included. (Author) (kr)