Three Term Recurrences And Fast Algorithms For Toeplitz Matrices
Hari Krishna · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1988
In this work, we study the design of computationally efficient order-recursive algorithms for computing the predictor polynomial and the reflection coefficients associated with a real, symmetric, positive-definite Toeplitz matrix T,and for solving the linear systemTx=b. New algorithms are derived which lead to significant improvements in the computational com-plexity as compared to the previously known order-recursive algorithms. They also provide further insight into the mathematical properties of the structurally rich Toeplitz matrices.