正定Toeplitz矩阵三角分解的修正Schur算法

Modified Schur Algorithm for Positive Definite Toeplitz Matrix

在Ｓｃｈｕｒ算法的基础上构造了Ｓｃｈｕｒ补的位移结构，通过对Ｓｃｈｕｒ补的位移结构的生成子进行变化得到正定Ｔｏｅｐｌｉｔｚ矩阵三角分解的一种修正的Ｓｃｈｕｒ算法．该算法的计算量为Ｏ（ｎ～２）．

A modified Schur algorithm for the triangle factorization of positive definite Toeplitz matrix is presented,which is by producing the displacement structure of Schur complement and transforming the generator of the displacement structure. It only needs O(n^2) operations.