Fast Solution of Toeplitz‐ and Cauchy‐Like Least‐Squares Problems
Giuseppe Rodriguez · SIAM Journal on Matrix Analysis and Applications · 2006
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.