Inverting a general Block-Toeplitz Matrix

[Michael Jachan]

Hello!

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?

Thanks,

Michael

--
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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
www.nt.tuwien.ac.at/dspgroup/tfgroup/time.html



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