A set of routines to operate on Hankel with Hankel block matrices stored in compact FFT-based form.
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F |
array to construct the trajectory matrix for. |
L |
the window length. |
wmask, fmask, weights |
special parameters for shaped SSA case (see |
circular |
logical vector of one or two elements, describes field topology. 'TRUE' means circularity by a corresponding coordinate. If vector has only one element, this element will be used twice. |
h, hmat |
matrix to operate on. |
transposed |
logical, if 'TRUE' the multiplication is performed with the transposed matrix. |
v |
vector to multiply with. |
Fast Fourier Transform provides a very efficient matrix-vector multiplication routine for Hankel with Hankel blocks matrices. See the paper in 'References' for the details of the algorithm.
Konstantin Usevich
Korobeynikov, A. (2010) Computation- and space-efficient implementation of SSA. Statistics and Its Interface, Vol. 3, No. 3, Pp. 257-268
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