Stability analysis and fast algorithms for triangularization of Toeplitz matrices
✍ Scribed by Haesun Park; Lars Eldén
- Publisher
- Springer-Verlag
- Year
- 1997
- Tongue
- English
- Weight
- 197 KB
- Volume
- 76
- Category
- Article
- ISSN
- 0029-599X
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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 × 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
## Abstract A new __O__(__N__ log __N__) FFT‐based method to expedite matrix–vector multiplies involving multilevel block‐Toeplitz (MBT) matrices is presented. The method is also a minimal memory method with __O__(__N__) memory requirements because only nonredundant entries of the MBT matrix are st
Gohberg, I., I. Koltracht, A. Averbuch and B. Shoham, Timing analysis of a parallel algorithm for Toeplitz matrices on a MIMD parallel machine, Parallel Computing 17 (1991) 563-577\_ In this paper performance analysis of a parallel Levinson-type algorithm for Toeplitz matrices is given. A modified