DIRECT METHODS FOR SOLVING SYSTEMS OF LINEAR EQUATIONS INVOLVING TOEPLITZ OR HANKEL MATRICES

摘要

Some direct methods for solving systems of linear equations involving nonsingular block and scalar Toeplitz or Hankel matrices are considered. These methods include: the use of the discrete and fast Fourier transforms for left and right q-circulant linear systems, Trench's inversion algorithms and Cholesky's and Rissanen's triangular decomposition algorithms.