SQP algorithms for solving Toeplitz matrix approximation problem
Suliman S. Al-Homidan · Numerical Linear Algebra with Applications · 2002
Abstract Given an n × n matrix F, we find the nearest symmetric positive semi‐definite Toeplitz matrix T to F. The problem is formulated as a non‐linear minimization problem with positive semi‐definite Toeplitz matrix as constraints. Then a computational framework is given. An algorithm with rapid convergence is obtained by l1 Sequential Quadratic Programming (SQP) method. Copyright © 2002 John Wiley & Sons, Ltd.