Fast Algorithms for Toeplitz Least Squares Problems
Georg Heinig · Birkhäuser Basel eBooks · 2004
New direct algorithms of Levinson and Schur type for the solution of m x n Toeplitz least squares problems with computational complexity 0(n 2 )+0(m log m) are presented. The approach is analogous to the two-stage approach for Toeplitz matrix inversion and is based, firstly, on a formula for the pseudo inverse involving a fundamental system and, secondly, a recursive computation of a fundamental system. The paper is focused on algebraic properties and complexity rather than problems of accuracy and stability. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.