Finding the closest Toeplitz matrix



Document title: Finding the closest Toeplitz matrix
Journal: Computational & applied mathematics
Database: PERIÓDICA
System number: 000310630
ISSN: 0101-8205
Authors: 1
Institutions: 1Universidad Nacional del Sur, Departamento de Matemáticas, Bahía Blanca, Buenos Aires. Argentina
Year:
Volumen: 22
Number: 1
Pages: 1-18
Country: Brasil
Language: Inglés
Document type: Artículo
Approach: Experimental, analítico
English abstract The constrained least-squares n × n-matrix problem where the feasibility set is the subspace of the Toeplitz matrices is analyzed. The general, the upper and lower triangular cases are solved by making use of the singular value decomposition. For the symmetric case, an algorithm based on the alternate projection method is proposed. The implementation does not require the calculation of the eigenvalue of a matrix and still guarantees convergence. Encouraging preliminary results are discussed
Disciplines: Matemáticas
Keyword: Matemáticas aplicadas,
Análisis numérico,
Mínimos cuadrados,
Matrices,
Matriz de Toeplitz,
Descomposición singular,
Sistemas de ecuaciones
Keyword: Mathematics,
Applied mathematics,
Numerical analysis,
Least squares,
Matrices,
Toeplitz matrix,
Singular value decomposition,
Equations systems
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