On the Solution of Circulant Linear Systems

Abstract

The solution of linear systems having circulant coefficient matrices iss considered in this paper. This kind of system occurs in many applications: prediction, time series analysis, spline approximation, difference solution of partial differential equations, etc. The methods presented here are more efficient than the Toeplitz type methods and are based on the fast Fourier transform as well as the circulant factorization of the “banded circulant” matrices.