Numerical Analysis and Its Applications vol:1988 pages:27-34
Second International Conference on Numerical Analysis and Its Applications location:Rousse, Bulgaria date:June 11-15, 2000
We develop a new algorithm for solving Toeplitz linear least squares problems. The Toeplitz matrix is first embedded into a circulant matrix. The linear least squares problem is then transformed into a discrete least squares approximation problem for polynomial vectors. Our implementation shows that the normwise backward stability is independent of the condition number of the Toeplitz matrix.