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Proceedings Paper

Fast algorithms for the regularization of banded Toeplitz least squares problems
Author(s): James G. Nagy
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Paper 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.

Paper Details

Date Published: 28 October 1994
PDF: 10 pages
Proc. SPIE 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V, (28 October 1994); doi: 10.1117/12.190868
Show Author Affiliations
James G. Nagy, Southern Methodist Univ. (United States)


Published in SPIE Proceedings Vol. 2296:
Advanced Signal Processing: Algorithms, Architectures, and Implementations V
Franklin T. Luk, Editor(s)

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