Fast algorithms for Toeplitz and Hankel matrices

DOI10.1016/j.laa.2010.12.001zbMath1211.65035OpenAlexW2024517410MaRDI QIDQ2431168

Karla Rost, Georg Heinig

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

Levinson algorithmToeplitz matrixHankel matrixSchur algorithmLU-factorizationZW-factorization

Mathematics Subject Classification ID

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

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