Fast inversion of banded Toeplitz matrices by circular decompositions
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Publication:3867030
DOI10.1109/TASSP.1978.1163064zbMath0429.65026MaRDI QIDQ3867030
Publication date: 1978
Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)
inversionmatrix decompositionbanded Toeplitz matricescircular decompositionsLevinson- Trench algorithms
Analysis of algorithms and problem complexity (68Q25) Factorization of matrices (15A23) Hermitian, skew-Hermitian, and related matrices (15B57) Direct numerical methods for linear systems and matrix inversion (65F05)
Related Items (12)
Toeplitz approximate inverse preconditioner for banded Toeplitz matrices ⋮ Fast direct solution methods for symmetric banded Toeplitz systems, based on the sine transform ⋮ Structure of algebras of commutative matrices ⋮ A Proposal for Toeplitz Matrix Calculations ⋮ Asymptotically fast solution of two-level banded Toeplitz systems of linear equations ⋮ Solution of band matrix equations by projection-recurrence ⋮ Asymptotically fast solution of Toeplitz and related systems of linear equations ⋮ On the stability of solution methods for band Toeplitz systems ⋮ Identification of a class of multivariable systems from impulse response data: Theory and computational algorithm ⋮ Fast parallel and sequential computations and spectral properties concerning band Toeplitz matrices ⋮ On the eigenvalue problem for Toeplitz band matrices ⋮ Explicit Inversion Formulas for Toeplitz Band Matrices
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