Abstract
We extend the algorithm of [4], based on Newton's iteration and on the concept of ε-displacement rank, to the computation of the generalized inverse A + of an m×n Toeplitz matrix A. We introduce new strategies for the dynamical control of the truncation level ε at each step of the iteration. Numerical experiments and an application to a problem of image restoration are shown. An object-oriented implementation in C++ is described.
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Bini, D., Codevico, G. & Van Barel, M. Solving Toeplitz Least Squares Problems by Means of Newton's Iteration. Numerical Algorithms 33, 93–103 (2003). https://doi.org/10.1023/A:1025543417700
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DOI: https://doi.org/10.1023/A:1025543417700