A fast algorithm for the inversion of ge
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P.G. Martinsson; V. Rokhlin; M. Tygert
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Article
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2005
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Elsevier Science
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English
β 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 Γ 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