Efficient algorithm for Toeplitz plus Hankel matrices (Q1119333)

An algorithm is given for the solution of a system of linear equations with a symmetric strongly regular coefficient matrix R which is the sum of a Toeplitz and a Hankel matrix with real elements. The derivation of the algorithm is based on a general approach to the solutions of a system of linear equations with structured coefficient matrices and integral equations with structured kernels developed earlier by the authors. It is pointed out that the number of multiplications (division) in the whole algorithm is \(5N^ 2+O(N)\).