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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