• DocumentCode
    1458590
  • Title

    A storage-efficient method for solving banded Toeplitz systems

  • Author

    Gill, K.C.

  • Author_Institution
    Veterans Affairs Med. Center, Palo Alto, CA
  • Volume
    39
  • Issue
    10
  • fYear
    1991
  • fDate
    10/1/1991 12:00:00 AM
  • Firstpage
    2351
  • Lastpage
    2353
  • Abstract
    A method is presented for solving the banded Toeplitz system Tx=y by decomposing T into its asymptotic upper and lower triangular factors (which are banded and Toeplitz) and a rank-p correction matrix, where p is the bandwidth of T. This way of representing T requires only O(p2) words of storage and allows computation of x in O(2Np) operations. A similar method is presented for the case in which T is bi-infinite and y is zero outside a finite region
  • Keywords
    matrix algebra; signal processing; banded Toeplitz systems; rank-p correction matrix; storage-efficient method; triangular factors; Back; Bandwidth; Equations; Gaussian processes; Matrices; Matrix decomposition; Polynomials; Research and development; Tin;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.91193
  • Filename
    91193