Abstract
Subject of the paper are centro-symmetric and centro-skewsymmetric Toeplitz-plus-Hankel matrices with the property that all central submatrices are nonsingular. Fast algorithms are presented that solve an n×n system of equations with O(n 2) operations in sequential and O(n) operations in parallel processing and compute the ZW-factorization with the same computational complexity. These algorithms are more efficient than existing algorithms because they fully exploit the symmetry properties of the matrices.
Similar content being viewed by others
References
P. Delsarte and Y. Genin, The split Levinson algorithm, IEEE Trans. Acoustics Speech Signal Process. 34 (1986) 470–477.
P. Delsarte and Y. Genin, On the splitting of classical algorithms in linear prediction theory, IEEE Trans. Acoustics Speech Signal Process. 35 (1987) 645–653.
D.J. Evans and M. Hatzopoulos, A parallel linear systems solver, Internat. J. Comput. Math. 7(3) (1979) 227–238.
I. Gohberg and I. Koltracht, Efficient algorithm for Toeplitz plus Hankel matrices, Integral Equations Operator Theory 12(1) (1989) 136–142.
G. Heinig, Chebyshev–Hankel matrices and the splitting approach for centrosymmetric Toeplitz-plus-Hankel matrices, Linear Algebra Appl. 327(1–3) (2001) 181–196.
G. Heinig and A. Bojanczyk, Transformation techniques for Toeplitz and Toeplitz-plus-Hankel matrices. II. Algorithms, Linear Algebra Appl. 278(1–3) (1998) 11–36.
G. Heinig, P. Jankowski and K. Rost, Fast inversion algorithms of Toeplitz-plus-Hankel matrices, Numer. Math. 52 (1988) 665–682.
G. Heinig and K. Rost, DFT representations of Toeplitz-plus-Hankel Bezoutians with application to fast matrix–vector multiplication, Linear Algebra Appl. 284 (1998) 157–175.
G. Heinig and K. Rost, Hartley transform representations of inverses of real Toeplitz-plus-Hankel matrices, Numer. Funct. Anal. Optim. 21 (2000) 175–189.
G. Heinig and K. Rost, Efficient inversion formulas for Toeplitz-plus-Hankel matrices using trigonometric transformations, in: Structured Matrices in Mathematics, Computer Science, and Engineering, Vol. 2, ed. V. Olshevsky, AMS Series in Contemporary Mathematics (Amer. Math. Soc., Providence, RI, 2001) pp. 247–264.
G. Heinig and K. Rost, Centrosymmetric and centro-skewsymmetric Toeplitz-plus-Hankel matrices and Bezoutians, Linear Algebra Appl., to appear.
G. Heinig and K. Rost, Fast algorithms for skewsymmetric Toeplitz matrices, in: Operator Theory: Advances and Applications, Vol. 135 (Birkhäuser, Basel, 2002) pp. 193–208.
G.A. Merchant and T.W. Parks, Efficient solution of a Toeplitz-plus-Hankel coefficient matrix system of equations, IEEE Trans. ASSP 30(1) (1982) 40–44.
A.B. Nersesjan and A.A. Papoyan, Construction of the matrix inverse to the sum of Toeplitz and Hankel matrices, Izv. AN Arm. SSR Mat. 8(2) (1983) 150–160 (in Russian).
S. Chandra Sekhara Rao, Existence and uniqueness of WZ factorization, Parallel Comput. 23(8) (1997) 1129–1139.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Heinig, G., Rost, K. Fast Algorithms for Centro-Symmetric and Centro-Skewsymmetric Toeplitz-Plus-Hankel Matrices. Numerical Algorithms 33, 305–317 (2003). https://doi.org/10.1023/A:1025584509948
Issue Date:
DOI: https://doi.org/10.1023/A:1025584509948