Fast algorithms for Toeplitz and Hankel matrices (Q2431168)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast algorithms for Toeplitz and Hankel matrices |
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Fast algorithms for Toeplitz and Hankel matrices (English)
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11 April 2011
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The paper presents a self-contained survey of fast algorithms for solving linear systems of equations with Toeplitz or Hankel coefficient matrices. The authors discuss algorithms of Levinson-type and Schur-type. In the case in which the matrices have additional symmetry properties, the authors develop split algorithms.
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Toeplitz matrix
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Hankel matrix
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Levinson algorithm
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Schur algorithm
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LU-factorization
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ZW-factorization
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