Abstract
Triangular factorization of general N × N Hermitian matrices requires O(N 3) operations. We present a procedure that factors certain structured matrices in O(N 2) operations. The family of structured matrices considered in this paper includes Toeplitz and Hankel matrices, as well as a variety of ‘Toeplitz-like’ and ‘Hankel-like’ matrices (e.g. inverses, sums and products of Toeplitz and Hankel matrices).
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