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
收藏
页码：128 / 145
页数：18
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