论文信息 - Efficient inversion of Toeplitz-block Toeplitz matrix

Efficient inversion of Toeplitz-block Toeplitz matrix

An iterative algorithm for the inversion of a Toeplitz-block Toeplitz matrix consisting of m × m blocks of size p × p is described. The algorithm presented exploits the structure of the Toeplitz-block Toeplitz matrix and outperforms Akaike's algorithm by a factor of \max {2(p/m), 2} . The use of this algorithm for an iterative solution of a Toeplitz-block Toeplitz set of linear equations is also presented.

T. Kailath | M. Wax

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