Abstract

We present a method for the multiplication of an arbitrary vector by a symmetric centrosymmetric matrix, requiring 5 4 n 2+ O(n) floating-point operations, rather than the 2n 2 operations needed in the case of an arbitrary matrix. Combining this method with Trench's algorithm for Toeplitz matrix inversion yields a method for solving Toeplitz systems with the same complexity as Levinson's algorithm.

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