A continuation method for solving symmetric Toeplitz systems
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- Van Barel, M., Ikramov, K.D. & Chesnokov, A.A. Comput. Math. and Math. Phys. (2008) 48: 2126. doi:10.1134/S0965542508120026
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A fast algorithm is proposed for solving symmetric Toeplitz systems. This algorithm continuously transforms the identity matrix into the inverse of a given Toeplitz matrix T. The memory requirements for the algorithm are O(n), and its complexity is O(log κ(T)nlogn), where (T) is the condition number of T. Numerical results are presented that confirm the efficiency of the proposed algorithm.