Proceedings PaperThree Term Recurrences And Fast Algorithms For Toeplitz Matrices
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In this work, we study the design of computationally efficient order-recursive algorithms for computing the predictor polynomial and the reflection coefficients associated with a real, symmetric, positive-definite Toeplitz matrix T,and for solving the linear systemTx=b. New algorithms are derived which lead to significant improvements in the computational com-plexity as compared to the previously known order-recursive algorithms. They also provide further insight into the mathematical properties of the structurally rich Toeplitz matrices.