TW 333

D.A. Bini, G. Codevico, M. Van Barel
Solving Toeplitz least squares problems by means of Newton's iteration

Abstract

We extend the algorithm of [D. Bini and B. Meini, Approximate displacement rank and applications, in Structured Matrices in Mathematics, Computer Science, and Engineering II,, V. Olshevsky Editor, Contemporary Mathematics 281, pp.215-232, American Mathematical Society, Rhode Island, 2001 , AMS, 1999], based on Newton's iteration and on the concept of $\epsilon$-displacement rank, to the computation of the generalized inverse $A^+$ of an $m\times n$ Toeplitz matrix $A$. We introduce new strategies for the dynamical control of the truncation level $\epsilon$ 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.

report.pdf / mailto: M. Van Barel