Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices (Q2532541)

Many problems of mathematical physics, statistics, and algebra lead to the problem of finding the inverse of finite Toeplitz or Hankel matrices. This paper introduces a new method by which the exact inversion of such matrices can be accomplished simply, using in the order of \(n^2\) multiplications. Efficient algorithms are given. Extension is made to vector Toeplitz matrices.