TRANSFORMATION TECHNIQUES FOR TOEPLITZ AND TOEPLITZ-PLUS-HANKEL MATRICES II - ALGORITHMS

This gaper is a continuation of [G. Heinig, A. Bojanczyk, Linear Algeb ra Appl. 254 (1997) 193-226] where transformations mapping Toeplitz an d Toeplitz-plus-Hankel matrices into generalized Cauchy matrices were studied. In the present paper fast algorithms for LU-factorization and inversion of generalized Cauchy matrices are discussed. It is shown t hat the combination of transformation pivoting techniques leads to alg orithms for indefinite Toeplitz and Toeplitz-plus-Hankel matrices that are more stable than the classical ones. Special attention is paid to the symmetric and hermitian cases, (C) 1998 Published by Elsevier Sci ence Inc. All rights reserved.