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Hermitian Toeplitz矩阵向量乘积的快速算法 被引量:1

A Fast Algorithm for Computing Products of Hermitian Toeplitz Matrices and Vectors
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摘要 众所周知,大规模Hermitian Toeplitz矩阵向量乘积Ax可由快速Fourier变换(FFT)进行计算.事实上,Hermitian Toeplitz矩阵在酉相似变换下可约化为一个实的Toeplitz矩阵与Hankel矩阵之和.基于此,本文利用DCT和DST,构造了一个更有效的方法,只需O(n)的复运算. It is known that the product Ax of a large scale Hermitian Toeplitz matrix A and a vector x can be computed effectively by using the Fast Fourier Transform (FFT).In this paper,based on the fact that an Hermitian Toeplitz matrix A can be reduced into a real Toeplitz--plus--Hankel matrix (A =T+H )by a unitary similarity transformation (the unitary matrix is U=1/√2I-iJ),we develop a more efficient algorithm that only O(n)complex arithmetics are included for computing the product Ax by employing the DCT and DST.
作者 刘仲云 陈思恒 徐伟进 张育林 Liu Zhongyun;Chen Siheng;Xu Weijin;Zhang Yulin(School of Mathematics and Statistics,Changsha University of Science and Technology,Changsha 410114,China;Centro de Matemdtica,Universidade do Minho,4710--057Braga,Portugal)
出处 《数学理论与应用》 2017年第3期38-42,共5页 Mathematical Theory and Applications
基金 国家自然科学基金资助项目(11371075).
关键词 HERMITIAN TOEPLITZ矩阵 矩阵向量乘法 DCT DST 实运算 Hermitian Toeplitz matrix Matrix--vector muItiplication DCT DST Real operation
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