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Inverting a general Block-Toeplitz Matrix

From: Michael Jachan
Subject: Inverting a general Block-Toeplitz Matrix
Date: Thu, 8 Aug 2002 03:05:51 -0500
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In his paper "Block Toeplitz Matrix Inversion," SIAM J. Appl. Math., vol24 #2, Mar73, H. Akaike describes an algotithm for inverting a general Block-Toeplitz matrix. This is a more general problem than that with the multichannel Levinson Algorithm (MLA). The MLA inverts a Block-Toeplitz matrix, where the blocks are symmetric. Akaike's algorithm does not make any assumption on the blocks.

Now my question: Has anybody implemented Akaike's algorithm? Is there a comparison of both in view of complexity?



Michael Jachan
Institute of Communications and Radio-Frequency Engineering
Vienna University of Technology
A-1040 Vienna, Gusshausstr. 27/E389/111
address@hidden, ++43 1 58801 39814

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