Transformation Techniques for Toeplitz and Toeplitz-plus-Hankel Matrices Part I. Transformations

Abstract

Transformations of the form A to C1AC2 are investigated that transform Toeplitz and Toeplitz-plus-Hankel matrices into generalized Cauchy matrices. C1 and C2 are matrices related to the discrete Fourier transformation or to various real trigonometric transformations. Combining these results with pivoting techniques, in part II algorithms for Toeplitz and Toeplitz-plus-Hankel systems will be presented that are more stable than classical algorithms.