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Schur-type methods for solving least squares problems with Toeplitz structure
Univ Minnesota, Dept Comp Sci & Engn, Minneapolis, MN 55455 USA Linkoping Univ, Dept Math, S-58183 Linkoping, Sweden.
Linköpings universitet, Tekniska högskolan. Linköpings universitet, Matematiska institutionen, Beräkningsvetenskap.ORCID-id: 0000-0003-2281-856X
2000 (engelsk)Inngår i: SIAM Journal on Scientific Computing, ISSN 1064-8275, E-ISSN 1095-7197, Vol. 22, nr 2, s. 406-430Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

We give an overview of fast algorithms for solving least squares problems with Toeplitz structure, based on generalization of the classical Schur algorithm, and discuss their stability properties. In order to obtain more accurate triangular factors of a Toeplitz matrix as well as accurate solutions for the least squares problems, methods based on corrected seminormal equations (CSNE) can be used. We show that the applicability of the generalized Schur algorithm is considerably enhanced when the algorithm is used in conjunction with CSNE. Several numerical tests are reported, where different variants of the generalized Schur algorithm and CSNE are compared for their accuracy and speed.

sted, utgiver, år, opplag, sider
2000. Vol. 22, nr 2, s. 406-430
Emneord [en]
corrected seminormal equations, displacement representation, downdating, Givens transformations, hyperbolic transformations, least squares problems, QR decomposition, Schur algorithm, seminormal equations, Toeplitz matrix, updating
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Identifikatorer
URN: urn:nbn:se:liu:diva-49608OAI: oai:DiVA.org:liu-49608DiVA, id: diva2:270504
Tilgjengelig fra: 2009-10-11 Laget: 2009-10-11 Sist oppdatert: 2017-12-12

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