Toeplitz Matrix (Linear System)
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Description
In this case, we restrict $A$ to be a Toeplitz matrix.
Related Problems
Generalizations: General Linear System
Related: Sparse Linear System, Positive Definite, Hermitian Matrix, Non-Definite, Symmetric Matrix, Vandermonde Matrix
Parameters
$n$: number of variables and number of equations
$m$: number of nonzero entries in matrix
$k$: ratio between largest and smallest eigenvalues
Table of Algorithms
Name | Year | Time | Space | Approximation Factor | Model | Reference |
---|---|---|---|---|---|---|
Gaussian-Jordan Elimination | -150 | $O(n^{3})$ | $O(n^{2})$ | Exact | Deterministic | |
Levinson–Durbin recursion | 1947 | $O(n^{2})$ | $O(n^{2})$ total | Exact | Deterministic | Time |
Bareiss Algorithm | 1969 | $O(n^{2})$ | $O(n^{2})$ total | Exact | Deterministic | Time |