Publication
Title
A superfast method for solving Toeplitz linear least squares problems
Author
Abstract
In this paper we develop a superfast O((m + n) log2(m + n)) complexity algorithm to solve a linear least squares problem with an m × n Toeplitz coefficient matrix. The algorithm is based on the augmented matrix approach. The augmented matrix is further extended to a block circulant matrix and DFT is applied. This leads to an equivalent tangential interpolation problem where the nodes are roots of unity. This interpolation problem can be solved by a divide and conquer strategy in a superfast way. To avoid breakdowns and to stabilize the algorithm pivoting is used and a technique is applied that selects difficult points and treats them separately. The effectiveness of the approach is demonstrated by several numerical examples.
Language
English
Source (journal)
Linear algebra and its applications. - New York, N.Y.
Publication
New York, N.Y. : 2003
ISSN
0024-3795
Volume/pages
366(2003), p. 441-457
ISI
000182667200025
Full text (Publisher's DOI)
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
External links
Web of Science
Record
Identification
Creation 17.04.2012
Last edited 09.12.2017