New analogs of split algorithms for arbitrary Toeplitz-plus-Hankel matrices
A.E. Yagle · IEEE Transactions on Signal Processing · 1991
Fast algorithms for solving arbitrary Toeplitz-plus-Hankel systems of equations are presented. The algorithms are analogs 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 the previous split algorithms are considered. The algorithms require roughly half as many multiplications as previous fast algorithms for Toeplitz-plus-Hankel systems.>