[Lapack] Function to solve Toeplitz matrix with LaPack
From: Langou, Julien
Date: Fri, 14 Jun 2013 10:55:26 -0600
Hi Gongyu, we do not have any fast specialized Toeplitz solver in LAPACK. You
can go with the regular GESV (which assumes the matrix to be general) or SYSV
(which assumes the matrix to be symmetric) or POSV (which assumes the matrix to
be symmetric positive definite) . But all of these are O(n^2) data storage and
O(n^3) flops, while you probably want O(n) data storage and O(n^2) flops. We do
not have any such routines in LAPACK. Cheers, Julien.
From: Gongyu Shen <GShen@Domain.Removed<mailto:GShen@Domain.Removed>>
Date: Thursday, June 13, 2013 5:31 PM
Subject: [Lapack] Function to solve Toeplitz matrix with LaPack
Which function in LaPack can I use to solve Toeplitz linear system? Thanks!
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