Transformation Techniques for Toeplitz and Toeplitz-plus-Hankel Matrices Part II. Algorithms
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In the first part of the paper transformations mapping Toeplitz
and Toeplitz-plus-Hankel matrices into generalized Cauchy matrices were studied. In this second part fast algorithms for LU-factorization and inversion of generalized Cauchy matrices are discussed. It is shown that the combination of transformation pivoting techniques leads to algorithms for indefinite Toeplitz and Toeplitz-plus-Hankel matrices that are more stable than the classical ones Special attention is paid to the symmetric and hermitian cases.
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1996-08
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Cornell University
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http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/96-251
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technical report