Affiliation:
1. Jet Propulsion Laboratory, California Institute of Technology, 4800 Oak Grove Drive, Pasadena, California
Abstract
The solution of a set of
m
linear equations with a non-Hermitian Toeplitz associated matrix is considered. Presently available fast algorithms solve this set with 4
m
2
“operations” (an “operation” is defined here as a set of one addition and one multiplication). An improved algorithm requiring only 3
m
2
“operations” is presented.
Publisher
Association for Computing Machinery (ACM)
Subject
Artificial Intelligence,Hardware and Architecture,Information Systems,Control and Systems Engineering,Software
Reference3 articles.
1. Toeplitz Matrix Inversion: The Algorithm of W. F. Trench
2. The Wiener RMS error criterion in filter design and prediction;J. Math. and Phys.,1947
3. Weighting coefficients for the prediction of stationary time series from the finite past;SIAM J. Appl. Math.,1967
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