28 October 1994 Fast algorithms for the regularization of banded Toeplitz least squares problems
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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.
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James G. Nagy, 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); doi: 10.1117/12.190868; https://doi.org/10.1117/12.190868
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