A Multiple Exchange Algorithm for Calculation of Best Restricted Approximations
Darrell R. Gimlin, Ralph Keary Cavin, M.C. Budge · SIAM Journal on Numerical Analysis · 1974
In this paper, a multiple exchange algorithm for calculation of best restricted approximations is presented and its convergence is proved. The algorithm presented is an extension of the single exchange algorithm for calculation of best restricted approximations which was recently given by Taylor and Winter [1]. Based on computational experience with a class of approximation problems encountered in linear phase digital filter design, a comparison of single exchange and multiple exchange convergence rates and C.P.U. times per iteration is given.