A Total Least Squares Method for Toeplitz Systems of Equations a Total Least Squares Method for Toeplitz Systems of Equations

Abstract

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… (More)

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