UL Factorization

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QT matrices can be factorized in the form $A = UL + E$, where $U$ is Toeplitz and upper triangular, $L$ is Toeplitz and lower triangular, and $E$ is a compact correction. The function ul returns this factorization.

Contents

Syntax

Example

A = cqt([ 3 1 ], [ 3 2 ], rand(4));
[U, L, E] = ul(A);
res = norm(U*L + E - A) / norm(A)

res =

   1.2795e-16