Algorithms for Toeplitz matrices

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Algorithms for Toeplitz matrices

Postby lesshaste » Fri May 03, 2013 8:16 am

Are there any plans to implement algorithms specifically for Toeplitz matrices? Some (the so-called supefast methods) are almost linear time in n where the equivalent for general matrices are O(n^3) (or very similar). I am particularly interested in rank or determinant calculation that can be done using the Levinson-Durbin method. http://en.wikipedia.org/wiki/Levinson_recursion has some more information and links.
lesshaste
 
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