Fast inversion algorithms of Toeplitz-plus-Hankel matrices
The authors consider a fast version of matrices \(A=T+H\), where T is Toeplitz and H is Hankel matrix. A variety of algorithms for \(T+H\)-matrix inversions is offered. Some of them can be applied for arbitrary strongly nonsingular \(T+H\)-matrices without additional assumption. The complexity of the different algorithms is compared and some recommendations are given.
scientific article; zbMATH DE number 4094670
scientific article