A continuation method for solving symmetric Toeplitz systems
Marc Van Barel, Х. Д. Икрамов, A. A. Chesnokov · Computational Mathematics and Mathematical Physics · 2008
A fast algorithm is proposed for solving symmetric Toeplitz systems. This algorithm continuously transforms the identity matrix into the inverse of a given Toeplitz matrix T . The memory requirements for the algorithm are O ( n ), and its complexity is O (log κ( T ) n log n ), where ( T ) is the condition number of T . Numerical results are presented that confirm the efficiency of the proposed algorithm.