Split Algorithms for Centrosymmetric Toeplitz-plus-Hankel Matrices with Arbitrary Rank Profile
Georg Heinig, Karla Rost · Birkhäuser Basel eBooks · 2006
Split Levinson and Schur algorithms for the inversion of centrosymmetric Toeplitz-plus-Hankel matrices are designed that work, in contrast to previous algorithms, for matrices with any rank profile. Furthermore, it is shown that the algorithms are related to generalized ZW-factorizations of the matrix and its inverse.