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Solving Toeplitz Least Squares Problems by Means of Newton's Iteration
Authors:D.A. Bini  G. Codevico  M. Van Barel
Affiliation:(1) Dipartimento di Matematica, Università di Pisa, Italy;(2) Department of Computer Science, Catholic University of Leuven, Belgium
Abstract:We extend the algorithm of [4], based on Newton's iteration and on the concept of epsi-displacement rank, to the computation of the generalized inverse A+ of an m×n Toeplitz matrix A. We introduce new strategies for the dynamical control of the truncation level epsi at each step of the iteration. Numerical experiments and an application to a problem of image restoration are shown. An object-oriented implementation in C++ is described.
Keywords:Toeplitz matrices  least squares  approximate displacement rank  Newton's iteration  image restoration
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