New fast algorithms for Toeplitz-plus-Hankel matrices

被引：7
|
作者：
Heinig, G
Rost, K
机构：
[1] Kuwait Univ, Dept Math & Comp Sci, Safat 13060, Kuwait
[2] Chemnitz Univ Technol, Dept Math, D-09107 Chemnitz, Germany
来源：
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2003年 / 25卷 / 03期
关键词：
Toeplitz-plus-Hankel matrix; fast algorithm; ZW-factorization; WZ-factorization;
D O I：
10.1137/S0895479802410074
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
New fast algorithms for the solutions of linear systems with a Toeplitz-plus-Hankel coefficient matrix M, of both Levinson- and Schur-type, are presented that require fewer operations than previous ones. The Schur-type algorithm produces a ZW-factorization of M, and the Levinson-type algorithm produces a WZ-factorization of M-1. The new algorithms are in spirit close to the split Levinson and Schur algorithms of Delsarte and Genin.
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页码：842 / 857
页数：16
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