Title: A superfast method for solving Toeplitz linear least squares problems
Authors: Van Barel, Marc ×
Heinig, G
Kravanja, Peter #
Issue Date: Jun-2003
Publisher: Elsevier science inc
Series Title: Linear algebra and its applications vol:366 pages:441-457
Abstract: In this paper we develop a superfast O((m + n) log(2)(m + n)) complexity algorithm to solve a linear least squares problem with an m x 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. (C) 2003 Elsevier Science Inc. All rights reserved.
ISSN: 0024-3795
Publication status: published
KU Leuven publication type: IT
Appears in Collections:NUMA, Numerical Analysis and Applied Mathematics Section
× corresponding author
# (joint) last author

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