Numerical Linear Algebra, Digital Signal Processing and Parallel Algorithms

Front Matter....Pages I-XIII
The Family of Fast Least Squares Algorithms for Adaptive Filtering....Pages 1-18
Adaptive Control Algorithms....Pages 19-40
Error Analysis of Least Squares Algorithms....Pages 41-73
Parallel Algorithms for Toeplitz Systems....Pages 75-92
Parallel Algorithms for Digital Signal Processing....Pages 93-110
An Introduction to the Class of Split Levinson Algorithms....Pages 111-130
On the Split Approach Based Algorithms for DSP Problems....Pages 131-147
Updating and Downdating of Orthogonal Polynomials with Data Fitting Applications....Pages 149-172
Parallel Algorithms for Singular Value Problems....Pages 173-187
Some Remarks on the Generalised Bareiss and Levinson Algorithms....Pages 189-214
Generalized Displacement Structure for Block-Toeplitz, Toeplitz-block, and Toeplitz-derived Matrices....Pages 215-236
Fault Tolerant Recursive Least Squares Minimization....Pages 237-250
A Systolic Array for Recursive Least Squares Minimisation and Adaptive Beamforming....Pages 251-287
Parallel Algorithms for Supercomputers....Pages 289-318
Updating Techniques in Parallel Computation....Pages 319-319
On the Use of the Singular Value Decomposition in Identification and Signal Processing....Pages 321-360
Structured Linear Algebra Problems in Digital Signal Processing....Pages 361-384
Constructing a Unitary Hessenberg Matrix from Spectral Data....Pages 385-395
Correcting Interface Errors Arising from Segmentation in a Parallel Iterative Algorithm....Pages 397-399
Multidimensional Internally Lossless Filters of Fully Recursive Half-Plane Type....Pages 401-411
Rank-One Extensions of the Generalized Hermitian Eigenvalue Problem for Adaptive High Resolution Array Processing....Pages 413-415
A Hybrid Scheme for the Singular Value Decomposition on a Multiprocessor....Pages 417-418
The Weak Stability of Algorithms for Matrix Computations....Pages 419-428
Parallelism in Dynamic Programming and Control....Pages 429-433
Design Issues for Parallel Matrix Algorithms....Pages 435-441
Fast Computation of a Restricted Subset of Eigenpairs of a Varying Hermitian Matrix....Pages 443-455
Parallelization of Toeplitz Solvers....Pages 457-466
Parallel Gaussian Elimination, iPSC/2 Hypercube versus a Transputer Network....Pages 467-476
Snapshots of Mobile Jacobi....Pages 477-484
Computing Generalized Canonical Correlations....Pages 485-488
Introduction to High Resolution Array Spectrum Estimation....Pages 489-494
Modifications of the Normal Equations Method that are Numerically Stable....Pages 495-500
Block Elimination with Iterative Refinement for Bordered Linear Systems....Pages 501-512
The Efficient Calculation of the Eigenvalues, Eigenvectors and Inverses of a Special Class of Brownian Matrices....Pages 513-519
Improvements of Stepsize Control in Numerical Integration....Pages 521-527
A Statistical Evaluation of Inverse Iteration....Pages 529-530
On Underdetermined Systems....Pages 531-540
A chart of numerical methods for structured eigenvalue problems....Pages 541-545
Updating Choleski Factors in Parallel....Pages 547-547
Approximate Inversion of Partially Specified Positive Definite Matrices....Pages 549-557
Nearest “Unstable” Matrix Pencil to a Given Pencil....Pages 559-567
Parallel Recursive Least Squares on a Hypercube Multiprocessor....Pages 569-569
A Divide and Conquer Method for the Unitary Eigenproblem and Applications....Pages 571-577
Utilization of the Matrix Pencil to Extract Poles of a Linear Time-Invariant System....Pages 579-580
Efficient Solution of Minimum Eigen-Problem of Hankel Systems by Conjugate Gradient Algorithm and FFT....Pages 581-585
Progress Towards a Systolic SVD Array Implementation....Pages 587-593
On the Convergence of Cyclic Jacobi Methods....Pages 595-595
Numerically Stable Fast Transversal Filters for Recursive Least-Squares Adaptive Filtering....Pages 597-604
Applications of Analytic Centers....Pages 605-615
Solving Triangular System in Parallel is Accurate....Pages 617-632
Storage Schemes for Parallel Eigenvalue Algorithms....Pages 633-637
Iterative Solution Methods for Large, Sparse Systems of Linear Equations Arising from Tomographic Image Reconstruction....Pages 639-647
The Generalized Total Least Squares Problem : Formulation, Algorithm and Properties....Pages 649-650
Understanding Old Deficiencies in the Conventional Recursive Least-Squares (CRLS) Scheme....Pages 651-660
Algorithms for Optical Computing and their Sensitivity....Pages 661-666
A Constrained Eigenvalue Problem....Pages 667-675
On GR Algorithms for the Eigenvalue Problem....Pages 677-686
Numerical Analysis of Nonlinear Equations in Computer Vision and Robotics....Pages 687-693
A Linear Systolic Array for the Adaptive MVDR Beamformer....Pages 695-704
Solving Band Systems of Linear Equations by Iterative Methods on Vector Machines....Pages 705-711
Back Matter....Pages 713-725
....Pages 727-734