Fast transforms of Toeplitz matrices (Q1906767)

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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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