New analogues of split algorithms for Toeplitz-plus-Hankel matrices
A.E. Yagle · 1991
Novel fast algorithm for solving arbitrary Toeplitz-plus-Hankel systems of equations are presented. The algorithms are analogues of the split Levinson and Schur algorithms, although the more general Toeplitz-plus-Hankel structure requires that the algorithms be based on a four-term recurrence; relations with previous split algorithms are noted. The algorithms require roughly half as many multiplications as previous fast algorithms for Toeplitz-plus-Hankel systems.>