Efficient solutions of linear equations with banded Toeplitz matrices
Bruce Dickinson · IEEE Transactions on Acoustics Speech and Signal Processing · 1979
Using the structure of the inverse of a Toeplitz matrix and some simplifications resulting when the Toeplitz matrix is banded, algorithms for the solution of a set of n linear equations involving Such a matrix are obtained. The algorithm, like Gaussian elimination, requires O(n) arithmetic operations.