文件列表:

toeplitzmult (0, 2005-09-24)
toeplitzmult\toeplitzmultaux.m (648, 2005-09-23)
toeplitzmult\toeplitzmult.m (895, 2005-09-24)
toeplitzmult\example.m (1917, 2005-09-23)
toeplitzmult\toeplitzmult2.m (681, 2005-09-23)

This directory contains MATLAB functions for the fast multiplication of a Toeplitz matrix times a vector. By using these routines you can avoid storing the entire matrix (using two vectors of lenght n rather than a matrix of size n*n), and also dramatically speedup the multiplication. The simplest case involves the multiplication of a Toeplitz matrix times a single vector. To multiply toeplitz(a,b) times x, use >> y=toeplitzmult(a,b,x) If you have a single matrix that will be multiplied times many vectors, then use >> F=toeplitzmultaux(a,b); >> y1=toeplitzmult2(F,x1); >> y2=toeplitzmult2(F,x2); >> y3=toeplitzmult2(F,x3); ... The script example.m demonstrates the use of these functions. Note that this code works correctly with matrices and vectors that are real or complex. However, due to round-off errors, the product might have a small imaginary component even though a,b, and x are all real. To correct this, simply use real(toeplitz(a,b,x)) A good introduction to how these algorithms work can be found in the book "Matrix Computations, 3rd ed." by Golub and Van Loan.

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