Fast algorithms for Toeplitz and Hankel matrices

DOI10.1016/J.LAA.2010.12.001MaRDI QIDQ2431168zbMATH OpenOpenAlexFDO

Authors G. Heinig, Karla Rost

Publication date 11 April 2011

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2010.12.001

zbMATH Keywords

Hankel matrixLevinson algorithmLU-factorizationSchur algorithmToeplitz matrixZW-factorization

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Factorization of matrices (15A23) Toeplitz, Cauchy, and related matrices (15B05) Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

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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• Efficient algorithm for Toeplitz plus Hankel matrices
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