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Fast inversion algorithms for a class of structured operator matrices

✍ Scribed by Y. Eidelman; I. Gohberg


Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
278 KB
Volume
371
Category
Article
ISSN
0024-3795

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✍ P.G. Martinsson; V. Rokhlin; M. Tygert πŸ“‚ Article πŸ“… 2005 πŸ› Elsevier Science 🌐 English βš– 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