DIVIDE-AND-CONQUER SOLUTIONS OF LEAST-SQUARES PROBLEMS FOR MATRICES WITH DISPLACEMENT STRUCTURE

被引：17

作者：

CHUN, J ^{[1
]}

KAILATH, T ^{[1
]}

机构：

[1] STANFORD UNIV,INFORMAT SYST LAB,STANFORD,CA 94305

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1991年 / 12卷 / 01期

关键词：

DIVIDE-AND-CONQUER; LEAST SQUARES; DISPLACEMENT STRUCTURE; FAST CONVOLUTION; TOEPLITZ; SCHUR COMPLEMENTS; GENERALIZED SCHUR ALGORITHM;

D O I：

10.1137/0612010

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A divide-and-conquer implementation of a generalized Schur algorithm enables (exact and) least-squares solutions of various block-Toeplitz or Toeplitz-block systems of equations with O(alpha-3n log2n) operations to be obtained, where the displacement rank-alpha is a small constant (typically between two to four for scalar near-Toeplitz matrices) independent of the size of the matrices.

引用

页码：128 / 145

页数：18

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