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Fri Jun 25 10:28:42 CEST 2010

Superfast Toeplitz algorithms

The structure in linear algebra problems involving Toeplitz matrices
can be exploited using generalizations of the Levinson[2] and Schur
algorithms[4].  Further exploitation is possible using superfast
algorithms based on the FFT or DCT.

[1] http://people.cs.kuleuven.be/~marc.vanbarel/software/
[2] http://en.wikipedia.org/wiki/Levinson_algorithm
[3] http://www.math.niu.edu/~ammar/cortona/cortona.html
[4] http://nalag.cs.kuleuven.be/papers/ade/BWG93/




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