Multichannel coupled split algorithms for non-Hermitian block Toeplitz matrices
A.E. Yagle · International Conference on Acoustics, Speech, and Signal Processing · 2002
New multichannel split or immittance three-term recurrence algorithms are derived for non-Hermitian block Toeplitz matrices, extending previous work to the most general case. Since matrix inversions require much more computation than matrix multiplications (a distinction not present in the scalar case), so-called unnormalized versions of the new algorithms are given; these require only two matrix inversions per recursion. Reductions to the block-Hermitian, block-Toeplitz, Hermitian Toeplitz, asymmetric real Toeplitz, and symmetric real Toeplitz cases are noted; this allows previous work on these special cases to be put in a general context.>