A total least squares method for Toeplitz systems of equations
BIT Numerical Mathematics(1998)
摘要
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 efficient 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.
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关键词
Bisection,circulant preconditioner,Newton's method,Toeplitz matrix,total least squares
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