GeneralizedSchurAlgorithm

This package aims at providing backward stable version [1] of generalized Schur algorithm for indefinite matrices. This package is under development.

Description

This package aims at providing backward stable version[1] of generalized Schur algorithm for indefinite matrices. In particular the goal is to provide some of the functionality regarding Toeplitz matrices from the SLICOT Library [2].

References

• [1] Kailath, T. and Sayed, A. Fast Reliable Algorithms for Matrices with Structure. SIAM Publications, Philadelphia, 1999
• [2] Kressner, D. and Van Dooren, P. Factorizations and linear system solvers for matrices with Toeplitz structure. SLICOT Working Note 2000-2, 2000