A Schur algorithm and linearly connected processor array for Toeplitz- plus-Hankel matrices. (English) Zbl 0756.65042

Zarowski, Christopher J.

IEEE Trans. Signal Process. 40, No. 8, 2065-2078 (1992).

A Levinson-Durbin-type algorithm for solving Toeplitz-plus-Hankel linear systems of equations is used to induce a Schur-type algorithm which efficiently computes the LDU-composition of the matrix \(T+H\) of order \(n\). This algorithm may be implemented on a linearly connected array of \(O(n)\) processors and it runs in \(O(n)\) times.

Reviewer: L.Berg (Rostock)

MSC:

65F05	Direct numerical methods for linear systems and matrix inversion
65F30	Other matrix algorithms (MSC2010)

Keywords:

linearly connected processor array; Levinson-Durbin-type algorithm; Toeplitz-plus-Hankel linear systems; Schur-type algorithm; LDU- composition