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KIAM Preprint № 59, Moscow, 2011
Authors: Pustyl'nikov L. D., Lokot T.V.
Fast computations associated with Toeplitz and Hankel matrices and tensors
This paper is the second part of the article consisting of two parts.The first part is algebraic and was published in [46], while the second part is the application of the first part to fast computations and to fast prediction. One obtained new estimates of number of arithmetic operations required to solve some problems of linear algebra and to find the linear prediction of a stochastic process associated with Toeplitz and Hankel matrices.
Publication language: russian, pages: 23
Research direction:
Mathematical problems and theory of numerical methods
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