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

Algorithm 5

function yltout,Xlout = yltXl(Y0,X0,G,l,m,n)

d = n-l;

Y0l = Y0(:,l);

g = 1+G(l,:)*Y0l;

g1 = Y0l*G(l,:);

multiplier = eye(m)-g1/g;

Y0lherm = Y0l*Y0l’;

 Xl = X0 - G*Y0lherm/g;

  Xlout = Xl;

ylt = zeros(m,n);

 for i = 1:d

 t = l+i;

  ylt(:,t) = multiplier*Y0(:,t);

 yltout = ylt;

 end