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Logo Toeblitz Toolkit for Fast Toeplitz Matrix Operations 1.03

by cunningham - August 13, 2014, 02:21:36 CET [ BibTeX Download ] 2575 views, 665 downloads, 2 subscriptions

About: Toeblitz is a MATLAB/Octave package for operations on positive definite Toeplitz matrices. It can solve Toeplitz systems Tx = b in O(n*log(n)) time and O(n) memory, compute matrix inverses T^(-1) (with free log determinant) in O(n^2) time and memory, compute log determinants (without inverses) in O(n^2) time and O(n) memory, and compute traces of products A*T for any matrix A, in minimal O(n^2) time and memory.

Changes:

Adding a write-up in written/toeblitz.pdf describing the package.