A Total Least Squares Methodfor Toeplitz
نویسندگان
چکیده
A Newton method to solve total least squares problems for Toeplitz systems of equations is considered. When coupled with a bisection scheme, which is based on an eecient algorithm for factoring Toeplitz matrices, global convergence can be guaranteed. Circulant and approximate factorization preconditioners are proposed to speed convergence when a conjugate gradient method is used to solve linear systems arising during the Newton iterations.
منابع مشابه
BIT Submitted May 1997, Revised February 1998. A TOTAL LEAST SQUARES METHOD FOR TOEPLITZ SYSTEMS OF EQUATIONS
A Newton method to solve total least squares problems for Toeplitz systems of equations is considered. When coupled with a bisection scheme, which is based on an eecient algorithm for factoring Toeplitz matrices, global convergence can be guaranteed. Circulant and approximate factorization preconditioners are proposed to speed convergence when a conjugate gradient method is used to solve linear...
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