Effective Methods for Solving Banded Toeplitz Systems

Abstract

We propose new algorithms for solving n x n banded Toeplitz systems with bandwidth m. If the function associated with the Toeplitz matrix has no zero in the unit circle, then $O(n\log m + m\log ^2 m\log\log \epsilon^{-1})$ arithmetic operations (ops) are sufficient to approximate the solution of the system up to within the error $\epsilon$; otherwise the cost becomes $O(n\log m +m\log^2 m\log {n\over m})$ ops. Here $m=o(n)$ and $n>\log \epsilon^{-1}$. Some applications are presented. The methods can be applied to infinite and bi-infinite systems and to block matrices.