A fast algorithm for the inversion of general Toeplitz matrices (Q815265)
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scientific article; zbMATH DE number 5006963
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| English | A fast algorithm for the inversion of general Toeplitz matrices |
scientific article; zbMATH DE number 5006963 |
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A fast algorithm for the inversion of general Toeplitz matrices (English)
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16 February 2006
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The authors describe a fast algorithm for the construction of a data-sparse inverse of a general Toeplitz matrix. The algorithm is based on the fact that the representation of the Toeplitz matrix in Fourier space has off-diagonal blocks that can be approximated by low-rank matrices. Numerical experiments, showing the good behaviour of the algorithm are also presented.
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Toeplitz matrix
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fast algorithm
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direct inversion
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data-sparse inverse
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numerical experiments
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0.8886923789978027
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0.8599607348442078
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0.8572872877120972
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