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Sunday, October 12, 2008

Toeplitz matrix

In linear algebra, a Toeplitz matrix is a square matrix with constant (negative sloping) diagonals, i.e;

In mathematical terms:

These matrices have uses in computer science because it can be shown that the addition of two Toeplitz matrices can be done in O(n) time and the matrix multiplication of two Toeplitz matrices can be done in O(nlogn) time.

The name is after Otto Toeplitz (1881-1940), a German mathematician.



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