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A fast algorithm for computing the pseudospectra of Toeplitz matrices

โœ Scribed by Zhengsheng Wang; Chuntao Liu; Yuanjun Li

Book ID
119188062
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
420 KB
Volume
26
Category
Article
ISSN
0893-9659

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A fast algorithm for the inversion of general Toeplitz matrices
โœ P.G. Martinsson; V. Rokhlin; M. Tygert ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 590 KB

we propose a "fast" algorithm for the construction of a data-sparse inver'~ of a general Toeplitz matrix. The computational cost for inverting an N ร— N Toeplitz matrix equals the cost of four length-N FFTs plus an O(N)-term. This cost should be compared to the O(Nlog2N) cost of previously published