The least-squares solution of overdetermined linear systems with Toeplitz- or Cauchy like structure is studied with an “augmented matrix” approach. A fast algorithm for the computation of the pseudoinverse in the full-rank case is developed, based on the displacement properties of the matrices involved, and the parameters on which the algorithm depends are determined optimally. Finally, the performance of the method is tested through numerical experimentation.

Fast solution of Toeplitz- and Cauchy-like least squares problems

RODRIGUEZ, GIUSEPPE
2006-01-01

Abstract

The least-squares solution of overdetermined linear systems with Toeplitz- or Cauchy like structure is studied with an “augmented matrix” approach. A fast algorithm for the computation of the pseudoinverse in the full-rank case is developed, based on the displacement properties of the matrices involved, and the parameters on which the algorithm depends are determined optimally. Finally, the performance of the method is tested through numerical experimentation.
2006
least squares; displacement structure; Toeplitz matrix; Cauchy matrix; generalized Schur algorithm
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11584/26945
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