Fast Toeplitz band matrix multiplication

版本 1.0.0 (5.0 KB) 作者: Matthias Kredler
Fast and storage-efficient multiplication by Toeplitz band matrix, using Matlab's filter function.
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更新时间 2024/4/22

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Multiplies a Toeplitz band matrix TB with a matrix x ("Toeplitz" means:
constant along each diagonal, "band" means: only diagonals along a
bandwidth around main diagonal are non-zero) If transp='prime', then TB'*x
is calculated. If x is a multi-dimensionaly array, then multiplication
goes along dimension dim, i.e. the "n-mode product" of the tensor x by
the matrix TB is calculated (see de Lathauwer et all, SIAM 2000, for a
definition). Never sets up the entire Toeplitz matrix, which is
storage-efficient. Option 'fill' implements a modification of TB to make
row sums constant; if TB is a Markov transition matrix, this corresponds
to confining jumps to within the grid boundaries.

引用格式

Matthias Kredler (2025). Fast Toeplitz band matrix multiplication (https://www.mathworks.com/matlabcentral/fileexchange/164196-fast-toeplitz-band-matrix-multiplication), MATLAB Central File Exchange. 检索时间: .

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版本 已发布 发行说明
1.0.0