The paper presents a fast and efficient integer algorithm for the fraction-free triangular factorization of a strongly regular Hermitian Toeplitz matrix. The algorithm enhances the ordinary fast Schur algorithm for this factorization with the property that when it is applied to a matrix with (Gaussian or real) integer entries, the algorithm is completed over the respective integral domain with integers of minimal length and an overall low binary complexity.
Schur algorithm, Integer algorithms, Covariance matrix, LDU factorization
Cite this paper
Yuval Bistritz. (2018) Fraction-Free Factorization of a Toeplitz Matrix. International Journal of Mathematical and Computational Methods, 3, 51-57