DocumentCode
3013509
Title
The Lanczos method and signal extrapolation
Author
Sullivan, Barry J.
Author_Institution
Northwestern University, Evanston, Illinois
Volume
12
fYear
1987
fDate
31868
Firstpage
1561
Lastpage
1564
Abstract
A technique for signal extrapolation based on the Lanczos method for tridiagonalizing a matrix is discussed. This technique is compared with two previously studied methods, one based on singular value decomposition (SVD) and the other using the conjugate gradient method. The quality of the extrapolation obtained using the Lanczos method is seen to approach the quality of the SVD method, while the computational complexity is of the same order as the conjugate gradient method.
Keywords
Computational complexity; Computational efficiency; Eigenvalues and eigenfunctions; Equations; Extrapolation; Gradient methods; Iterative methods; Matrix decomposition; Singular value decomposition; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '87.
Type
conf
DOI
10.1109/ICASSP.1987.1169484
Filename
1169484
Link To Document