Fast algorithms for the regularization of banded Toeplitz least squares problems

James G. Nagy

doi:10.1117/12.190868

28 October 1994 Fast algorithms for the regularization of banded Toeplitz least squares problems

James G. Nagy

Proceedings Volume 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V; (1994) https://doi.org/10.1117/12.190868
Event: SPIE's 1994 International Symposium on Optics, Imaging, and Instrumentation, 1994, San Diego, CA, United States

Abstract

An algorithm for computing solutions to ill-conditioned banded Toeplitz least squares problems by a rank revealing URV factorization is considered. The factorization is computed in O((beta) nlogn + (beta) n²), where (beta) is the bandwidth of the coefficient matrix. An approximate solution to ill-conditioned banded Toeplitz systems, in the presence of noise, is then obtained by truncating the factorization. Numerical results are provided that illustrate truncated URV can compute solutions comparable to the more expensive truncated singular value decomposition.

Citation Download Citation

James G. Nagy "Fast algorithms for the regularization of banded Toeplitz least squares problems", Proc. SPIE 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V, (28 October 1994); https://doi.org/10.1117/12.190868

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