Optimal Kronecker product approximation of block Toeplitz matrices

Authors
Citation
J. Kamm et Jg. Nagy, Optimal Kronecker product approximation of block Toeplitz matrices, SIAM J MATR, 22(1), 2000, pp. 155-172
Citations number
25
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN journal
08954798 → ACNP
Volume
22
Issue
1
Year of publication
2000
Pages
155 - 172
Database
ISI
SICI code
0895-4798(20000620)22:1<155:OKPAOB>2.0.ZU;2-B
Abstract
This paper considers the problem of finding n x n matrices A(k) and B-k tha t minimize parallel to T - Sigma A(k) x B(k)parallel to(F), where x denotes Kronecker product and T is a banded n x n block Toeplitz matrix with bande d n x n Toeplitz blocks. It is shown that the optimal A(k) and B-k are band ed Toeplitz matrices, and an efficient algorithm for computing the approxim ation is provided. An image restoration problem from the Hubble Space Teles cope (HST) is used to illustrate the effectiveness of an approximate SVD pr econditioner constructed from the Kronecker product decomposition.