Fast transforms of Toeplitz matrices (Q1906767)
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English | Fast transforms of Toeplitz matrices |
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Fast transforms of Toeplitz matrices (English)
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3 June 1996
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The paper presents a method for computing \(p\) elements of the matrix \(TAS^T\) with an \((N,N)\)-Toeplitz (or Hankel) matrix \(A\) and Fourier- or cosine transform matrices \(T\), \(S\) in time \(O(p + N \log N)\) and with \(O(N)\) auxiliary storage followed by a brief discussion of applications.
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Toeplitz matrices
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Hankel matrices
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fast cosine transform
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complexity
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fast Fourier transform
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