Superfast solution of real positive definite toeplitz systems
SIAM Journal on Matrix Analysis and Applications
SIAM Journal on Matrix Analysis and Applications
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In this paper we propose a direct method for solving linear systems of block-Toeplitz matrix with each block being a circulant matrix with a finite rank perturbation. The direct method is based on the Fast Fourier Transforms (FFTs) and the Sherman-Morrison-Woodbury formula. Application of the method in solving manufacturing and remanufacturing systems is also discussed.