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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2010 Volume 50, Number 5, Pages 805–816 (Mi zvmmf4871)

On commutative algebras of Toeplitz-plus-Hankel matrices

Kh. D. Ikramov, Yu. O. Vorontsov

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992 Russia

Abstract: It is known that the entire class of Hermitian Toeplitz matrices can be mapped into a subset of real Toeplitz-plus-Hankel matrices ($(T + H)$-matrices) by one and the same unitary similarity transformation. This fact is refined by showing that the resulting $(T + H)$-matrices are symmetric. Moreover, the symmetry is preserved if this similarity transformation is applied to arbitrary (rather than only Hermitian) Toeplitz matrices and even if it is applied to a much broader class of persymmetric matrices. Let the same similarity transformation be applied to the class of normal Toeplitz matrices. By examining the range of this transformation, commutative algebras are selected that consist of (complex) symmetric $(T + H)$-matrices; in addition, all the matrices in these algebras are normal. An algorithm is proposed for multiplying matrices belonging to these algebras. Its complexity is equivalent to that of multiplying two circulants of order $n$, which is several times less than the complexity of multiplying two general $(T + H)$-matrices.

Key words: Toeplitz matrices, circulants, Hankel matrices, persymmetric matrices, Toeplitz-plus-Hankel matrices, Fast Fourier Transform.

UDC: 519.61

Received: 18.09.2009
Revised: 01.12.2009


 English version:
Computational Mathematics and Mathematical Physics, 2010, 50:5, 766–777

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