Efficient solutions of linear equations with banded Toeplitz matrices
B. Dickinson
Abstract
B. Dickinson
Abstract
Using the structure of the inverse of a Toeplitz matrix and some simplifications resulting when the Toeplitz matrix is banded, algorithms for the solution of a set of n linear equations involving Such a matrix are obtained. The algorithm, like Gaussian elimination, requires O(n) arithmetic operations.
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Using the structure of the inverse of a Toeplitz matrix and some simplifications resulting when the Toeplitz matrix is banded, algorithms for the solution of a set of n linear equations involving Such a matrix are obtained. The algorithm, like Gaussian elimination, requires O(n) arithmetic operations.
Key concepts: Toeplitz matrix, Gaussian elimination, Levinson recursion, Matrix (chemical analysis), Mathematics, Inverse, Applied mathematics, Linear equation