[SciPy-User] circulant matrices

Paul pnorthug@gmail....
Mon Feb 1 00:30:24 CST 2010


I would like to find,

argmin_c   norm( x - dot(phi, c), 2)

where x, c are vectors and phi is a circulant matrix. Is there a way
to do this with a built-in numpy or scipy function? LAPACK doesn't
seem to have a circulant matrix type. There is a Fortran library
NAPACK on netlib.org that has a circulant matrix type though I don't
know anything about it. I guess I could try to add these functions
with f2py.

I tried to solve this problem using a naive deconvolution approach
with fft's but it's not robust. I guess I have to do some more
research. I can't really afford to treat phi as anything other than
circulant (like a general banded or dense matrix) as it has to be
fast.

Any pointers would be appreciated.

Thanks,
Pål


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