New fast algorithms for Toeplitz-Plus-Hankel matrices

New fast algorithms for Toeplitz-Plus-Hankel matrices

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 produ...

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Veröffentlicht in:SIAM journal on matrix analysis and applications 2003-01, Vol.25 (3), p.842-857
Hauptverfasser: HEINIG, Georg, ROST, Karla
Format: Artikel
Sprache:eng
Schlagworte:
Algebra
Algorithms
Applied mathematics
Exact sciences and technology
Linear and multilinear algebra, matrix theory
Mathematics
Numerical analysis
Numerical analysis. Scientific computation
Numerical linear algebra
Sciences and techniques of general use
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Zusammenfassung: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.
ISSN:0895-4798
1095-7162
DOI:10.1137/s0895479802410074