A fast algorithm for the inversion of general Toeplitz matrices (Q815265): Difference between revisions
From MaRDI portal
Latest revision as of 11:27, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast algorithm for the inversion of general Toeplitz matrices |
scientific article |
Statements
A fast algorithm for the inversion of general Toeplitz matrices (English)
0 references
16 February 2006
0 references
The authors describe a fast algorithm for the construction of a data-sparse inverse of a general Toeplitz matrix. The algorithm is based on the fact that the representation of the Toeplitz matrix in Fourier space has off-diagonal blocks that can be approximated by low-rank matrices. Numerical experiments, showing the good behaviour of the algorithm are also presented.
0 references
Toeplitz matrix
0 references
fast algorithm
0 references
direct inversion
0 references
data-sparse inverse
0 references
numerical experiments
0 references
