A Conjugate-Gradients Based Method for Harmonic Retrieval Problems that Does Not Use Explicit Signal Subspace Computation F. S. V. Bazan, Ph. L. Toint and M. C. Zambaldi Report 97-16 The harmonic retrieval problem consists of estimating frequencies and decay factors of multiple exponential signals from experimental measurements. At variance with most available algorithms, which are based on the singular value decomposition (SVD) and the explicit identification of the so-called ``signal subspace'', we present an alternative method in which this explicit identification is not needed. We propose to replace it by an {\em implicit} estimation using the concept of predictor matrices and algorithmically realized using conjugate gradients. We finally discuss some numerical examples, both synthetic and from a real application, showing that the new method produces results of an accuracy comparable to that of SVD-based subspace techniques, but without requiring a priori knowledge of the dimension of the signal subspace and at a lower computational cost.