Efficient inversion formulas for Toeplitz-plus-Hankel matrices using trigonometric transformations

MaRDI QIDQ2784767zbMATH OpenFDO

Authors G. Heinig, Karla Rost

Publication date 9 March 2003

zbMATH Keywords

Bézoutianscosine transformdiscrete Fourier transformfast algoritmHankel matrixsine transformToeplitz matrix

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical methods for discrete and fast Fourier transforms (65T50)

Review text

The authors continue their investigations started in [Linear Algebra Appl. 275-276, 225-248 (1998; Zbl 0935.65040), and 284, 157-175 (1998; Zbl 0938.65073)] where they gave representations of real Toeplitz and Toeplitz-Hankel matrices with trigonometric transforms and representations of inverses of complex Toeplitz-plus-Hankel matrices using complex discrete Fourier transforms. They present further development of their approach for Toeplitz-plus-Hankel matrices and more general Bézoutians, the main result being a possibility to reduce the order of operations needed to calculate the product of a column with an \(n\times n\)-matrix. Namely, to calculate this product they need only 6 transformations and \(O(n)\)-operations, which is better than even in the more studied case of inverse Toeplitz or Hankel operations.NEWLINENEWLINEFor the entire collection see [Zbl 0972.00035].

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(15)

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