Computing the Pseudoinverse of Specific Toeplitz Matrices Using Rank-One Updates

Algorithm 2

Computing the Moore-Penrose inverse of the Toeplitz matrix .

Require: Start with , . Let be the th column of , for .

(1) (Improved HSR1 Step) Define and as in Theorem 6. Then, set .

(2) Set for all and .

(3) (S-M Step) Compute and by using (22) and (23), respectively for all .

(4) Output .