New Fast Algorithms for Toeplitz-Plus-Hankel Matrices
Georg Heinig, Karla Rost · SIAM Journal on Matrix Analysis and Applications · 2003
New fast algorithms for the solutions of linear systems with a Toeplitz-plus-Hankel coefficient matrix M, of both Levinson- and Schur-type, are presented that require fewer operations than previous ones. The Schur-type algorithm produces a ZW-factorization of M, and the Levinson-type algorithm produces a WZ-factorization of M -1 . The new algorithms are in spirit close to the split Levinson and Schur algorithms of Delsarte and Genin.