Fast computation of the principal singular vectors of Toeplitz matrices arising in exponential data modelling

DOI10.1016/0165-1684(96)00009-6zbMath0875.15006OpenAlexW2082143809MaRDI QIDQ1352062

Lars Eldén, Eva Sjöström

Publication date: 27 February 1997

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(96)00009-6

zbMATH Keywords

Toeplitz matrixLanczos procedureSignal subspaceFast Fourier transform (FFT)Singular vector

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Hermitian, skew-Hermitian, and related matrices (15B57)

Related Items (1)

Lanczos, Householder transformations, and implicit deflation for fast and reliable dominant singular subspace computation

Uses Software

• BLAS
• eigs
• svdpack
• Unnamed Item

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