Fast inversion algorithms of Toeplitz-plus-Hankel matrices
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The authors consider a fast version of matrices \(A=T+H\), where T is Toeplitz and H is Hankel matrix. A variety of algorithms for \(T+H\)-matrix inversions is offered. Some of them can be applied for arbitrary strongly nonsingular \(T+H\)-matrices without additional assumption. The complexity of the different algorithms is compared and some recommendations are given.
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Cited in
(27)- On the inverses of Toeplitz-plus-Hankel matrices
- Matrix representations of Toeplitz-plus-Hankel matrix inverses
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