Fast algorithms for Toeplitz and Hankel matrices

被引：26
|
作者：
Heinig, Georg [1 ]
Rost, Karla [1 ]
机构：
[1] Univ Chemnitz, Dept Math, D-09126 Chemnitz, Germany
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 2011年 / 435卷 / 01期
关键词：
Toeplitz matrix; Hankel matrix; Levinson algorithm; Schur algorithm; LU-factorization; ZW-factorization; VECTOR MULTIPLICATION; LINEAR EQUATIONS; REPRESENTATIONS; FACTORIZATION; BEZOUTIANS; INVERSES;
D O I：
10.1016/j.laa.2010.12.001
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The paper gives a self-contained survey of fast algorithms for solving linear systems of equations with Toeplitz or Hankel coefficient matrices. It is written in the style of a textbook.Algorithms of Levinson-type and Schur-type are discussed. Their connections with triangular factorizations, Pade recursions and Lanczos methods are demonstrated. In the case in which the matrices possess additional symmetry properties, split algorithms are designed and their relations to butterfly factorizations are developed. (C) 2010 Elsevier Inc. All rights reserved.
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页码：1 / 59
页数：59
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