Fast direct solution methods for symmetric banded Toeplitz systems, based on the sine transform (Q1348093)

The authors present two methods for solving large symmetric banded Toeplitz systems. They make use of structured matrices which can be diagonalized by the discrete sine transform matrices called \(\tau\) matrices. In the first method, the Toeplitz matrix is written as the sum of a \(\tau\) matrix and a low rank matrix. In the second method, the Toeplitz matrix is embedded in a larger \(\tau\) matrix. In both methods, the small systems have low displacement rank, so fast methods can be used to solve them. The authors compare the methods with each other and to some classical methods using numerical examples.