Abstract
Split Levinson and Schur algorithms for the inversion of centrosymmetric Toeplitz-plus-Hankel matrices are designed that work, in contrast to previous algorithms, for matrices with any rank profile. Furthermore, it is shown that the algorithms are related to generalized ZW-factorizations of the matrix and its inverse.
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Heinig, G., Rost, K. (2006). Split Algorithms for Centrosymmetric Toeplitz-plus-Hankel Matrices with Arbitrary Rank Profile. In: Dritschel, M.A. (eds) The Extended Field of Operator Theory. Operator Theory: Advances and Applications, vol 171. Birkhäuser Basel. https://doi.org/10.1007/978-3-7643-7980-3_7
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DOI: https://doi.org/10.1007/978-3-7643-7980-3_7
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