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An Algorithm for the Inversion of Finite Toeplitz Matrices

โœ Scribed by Trench, William F.

Book ID
118192380
Publisher
Society for Industrial and Applied Mathematics
Year
1964
Weight
569 KB
Volume
12
Category
Article
ISSN
0368-4245

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๐Ÿ“œ SIMILAR VOLUMES

A fast algorithm for the inversion of ge
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