Finding the closest Toeplitz matrix
AUTOR(ES)
Eberle, Maria Gabriela, Maciel, Maria Cristina
FONTE
Computational & Applied Mathematics
DATA DE PUBLICAÇÃO
2003
RESUMO
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.
