A VARIANT OF THE GOHBERG-SEMENCUL FORMULA INVOLVING CIRCULANT MATRICES

被引:41
|
作者
AMMAR, G [1 ]
GADER, P [1 ]
机构
[1] ENVIRONM RES INST MICHIGAN,DEPT ALGORITHMS & ROBOT,ANN ARBOR,MI 48107
关键词
TOEPLITZ MATRIX; CIRCULANT MATRIX; GOHBERG-SEMENCUL FORMULA; DISPLACEMENT; CYCLIC DISPLACEMENT; FAST FOURIER TRANSFORM;
D O I
10.1137/0612038
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The Gohberg-Semencul formula expresses the inverse of a Toeplitz matrix as the difference of products of lower triangular and upper triangular Toeplitz matrices. In this paper the idea of cyclic displacement structure is used to show that the upper triangular matrices in this formula can be replaced by circulant matrices. The resulting computational savings afforded by this modified formula is discussed.
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页码:534 / 540
页数:7
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