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

Algorithm 1

Computing the Moore-Penrose inverse of the Toeplitz matrix .

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

(1) (SR1 Step) For , compute .

(2) Set for all and .

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

(4) Output .