Split Algorithms for Centrosymmetric Toeplitz-plus-Hankel Matrices with Arbitrary Rank Profile.

Authors :: Gohberg, I.
Alpay, D.
Arazy, J.
Atzmon, A.
Ball, J. A.
Ben-Artzi, A.
Bercovici, H.
Böttcher, A.
Clancey, K.
Coburn, L. A.
Curto, R. E.
Davidson, K. R.
Douglas, R. G.
Dijksma, A.
Dym, H.
Fuhrmann, P. A.
Gramsch, B.
Helton, J. A.
Kaashoek, M. A.
Kaper, H. G.
Source :: Extended Field of Operator Theory; 2007, p129-146, 18p
Publication Year :: 2007
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. [ABSTRACT FROM AUTHOR]

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