FAST ALGORITHMS FOR MULTIPLICATION OF FOEPLITZ MATRIX AND VECTOR FROM INTERESTING INVERSE
In this paper, we focus on the multiplication of an n-by-n Foeplitz matrix and a vector, whose computational cost is of O(n). The main idea is to transform the problem into solving the perturbed tridiagonal Toeplitz linear system which is based on the interesting inverse of Foeplitz matrix.
tridiagonal linear systems with edged top and bottom, splitting method.