Efficient solution of a Toeplitz-plus-Hankel coefficient matrix system of equations

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Duration: 3 min 30 s
Description: There are well-known fast algorithms, such as the Levinson recursion, for solving linear equations with a Toeplitz (or Hankel) coefficient matrix. This paper extends the saving obtained by the Levinson recursion for inversion of a Toeplitz matrix to problems involving the inversion of matrices which are the sum of Toeplitz and Hankel matrices.
G.A. Merchant; T.W. Parks
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