A note on computing the inverse of a triangular Toeplitz matrix

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摘要

Using trigonometric polynomial interpolation, a fast and effective numerical algorithm for computing the inverse of a triangular Toeplitz matrix with real numbers has been recently proposed (Lin et al., 2004) [7]. The complexity of the algorithm is two fast Fourier transforms (FFTs) and one fast cosine transform (DCT) of 2n-vectors. In this paper, we present an algorithm with two fast Fourier transforms (FFTs) of 2n-vectors for calculating the inverse of a triangular Toeplitz matrix with real and/or complex numbers. A theoretical accuracy and error analysis is also considered. Numerical examples are given to illustrate the effectiveness of our method.

论文关键词:Trigonometric polynomial interpolation,Triangular Toeplitz matrix,Fast Fourier transforms

论文评审过程:Available online 12 April 2014.

论文官网地址:https://doi.org/10.1016/j.amc.2014.03.077