A fast algorithm for the inversion of general Toeplitz matrices (Q815265): Difference between revisions

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Latest revision as of 03:57, 10 December 2024

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A fast algorithm for the inversion of general Toeplitz matrices
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    A fast algorithm for the inversion of general Toeplitz matrices (English)
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    16 February 2006
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    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.
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    Toeplitz matrix
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    fast algorithm
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    direct inversion
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    data-sparse inverse
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    numerical experiments
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