Efficient inversion of doubly block Toeplitz matrix
M. Wax, T. Kailath · 2005
An iterative algorithm for the inversion of a doubly block Toeplitz matrix consisting of m × m blocks of size p × p is described. The algorithm presented exploits the structure of the doubly block Toeplitz matrix and outperforms Akaike's algorithm by a factor of\max {2 \frac{p}{m},2}. The use of this algorithm for an iterative solution of a doubly block Toeplitz set of linear equations is also presented.