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Efficient solution of a Toeplitz-plus-Hankel coefficient matrix system of equations

G.A. Merchant, T.W. Parks

Abstract

There are well-known fast algorithms, such as the Levinson recursion, for solving linear equations with a Toeplitz (or Hankel) coefficient matrix. This paper extends the saving obtained by the Levinson recursion for inversion of a Toeplitz matrix to problems involving the inversion of matrices which are the sum of Toeplitz and Hankel matrices.

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Key concepts: Toeplitz matrix, Levinson recursion, Hankel matrix, Recursion (computer science), Coefficient matrix, Mathematics, Matrix (chemical analysis), Inversion (geology)