Abstract
We review the connections between fast, O(n 2), Toeplitz solvers and the classical theory of Szegö polynomials and Schur's algorithm. We then give a concise classically motivated presentation of the superfast, O(nlog 22 n), Toeplitz solver that has recently been introduced independently by deHoog and Musicus. In particular, we describe this algorithm in terms of a generalization of Schur's classical algorithm.
Research supported in part by the National Science Foundation under grant DMS-8404980 and by the Seminar fĂĽr Angewandte Mathematik of the ETH-ZĂĽrich.
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Ammar, G.S., Gragg, W.B. (1987). The generalized Schur algorithm for the superfast solution of Toeplitz systems. In: Gilewicz, J., Pindor, M., Siemaszko, W. (eds) Rational Approximation and its Applications in Mathematics and Physics. Lecture Notes in Mathematics, vol 1237. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0072474
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DOI: https://doi.org/10.1007/BFb0072474
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