Three Term Recurrences And Fast Algorithms For Toeplitz Matrices

Hari Krishna

doi:10.1117/12.944049

20 April 1988 Three Term Recurrences And Fast Algorithms For Toeplitz Matrices

Hari Krishna

Proceedings Volume 0880, High Speed Computing; (1988) https://doi.org/10.1117/12.944049
Event: 1988 Los Angeles Symposium: O-E/LASE '88, 1988, Los Angeles, CA, United States

Abstract

In this work, we study the design of computationally efficient order-recursive algorithms for computing the predictor polynomial and the reflection coefficients associated with a real, symmetric, positive-definite Toeplitz matrix T,and for solving the linear systemTx=b. New algorithms are derived which lead to significant improvements in the computational com-plexity as compared to the previously known order-recursive algorithms. They also provide further insight into the mathematical properties of the structurally rich Toeplitz matrices.

Citation Download Citation

Hari Krishna "Three Term Recurrences And Fast Algorithms For Toeplitz Matrices", Proc. SPIE 0880, High Speed Computing, (20 April 1988); https://doi.org/10.1117/12.944049

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