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a superfast algorithm for toeplitz systems of linear equations
c
SIAM J. MATRIX ANAL. APPL. XXXX Society for Industrial and Applied Mathematics
Vol. 0, No. 0, pp. 000–000
A SUPERFAST ALGORITHM FOR TOEPLITZ SYSTEMS OF
LINEAR EQUATIONS∗
S. CHANDRASEKARAN† , M. GU‡ , X. SUN§ , J. XIA¶, AND J. ZHU‡
Abstract. In this paper we develop a new superfast solver for Toeplitz systems of linear equa-
tions. To solve Toeplitz systems many people use displacement equation methods. With displacement
structures, Toeplitz matrices can be transformed into Cauchy-like matrices using the FFT or other
trigonometric transformations. These Cauchy-like matrices have a special property, that is, their
off-diagonal blocks have small numerical ranks. This low-rank property plays a central role in our
superfast Toeplitz solver. It enables us to quickly approximate the Cauchy-like matrices by structured
matrices called sequentially semiseparable (SSS) matrices. The major work of the constructions of
these SSS forms can be done in precomputations (independent of the Toeplitz matrix entries). These
SSS representations are compact because of the low-rank property. The SSS Cauchy-like systems
can be solved in linear time with linear storage. Excluding precomputations the main operations are
the FFT and SSS system solvers, which are both very efficient. Our new Toeplitz solver is stable in
practice. Numerical examples are presented to illustrate the efficiency and the practical stability.
Key words. displacement equation, SSS structure, superfast algorithm, Toeplitz matrix
AMS subject classifications. 15A06, 65F05, 65G05
DOI. 10.1137/040617200
1. Introduction. Toeplitz systems of linear equations arise in many applica-
tions, including PD
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