A symmetric rank-revealing toeplitz matrix decomposition |
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| Authors: | Franklin T. Luk and Sanzheng Qiao |
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| Affiliation: | (1) Computer Science Department, Rensselaer Polytechnic Institute, 12180 Troy, New York, USA;(2) Communications Research Laboratory, McMaster University, L8S 4K1 Hamilton, Ontario, Canada |
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| Abstract: | In signal and image processing, regularization often requires a rank-revealing decomposition of a symmetric Toeplitz matrix with a small rank deficiency. In this paper, we present an efficient factorization method that exploits symmetry as well as the rank and Toeplitz properties of the given matrix. |
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