Linearly connected arrays for Toeplitz least squares problems

93. A. W. Bojanczyk, R. P. Brent and F. R. de Hoog, Linearly connected arrays for Toeplitz least squares problems, J. Parallel and Distributed Computing 9 (1990), 261-270.

Paper: pdf (1030K).

Abstract

We present a linearly connected array of O(n) cells that solves the linear least-squares problem for an (m + 1) × (n + 1) Toeplitz matrix in time O(m + n). The total storage required is O(n) words, i.e., only a constant per cell. The parallel algorithm described in this paper is based on the sequential QR factorization algorithm for Toeplitz matrices recently developed by the authors (see [92]).

Comments

For related work, see [78, 108].

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