Application of a Displacement Structure for Acceleration of Novel Matrix Spectral Factorization Algorithm

Abstract

In this paper, we describe an algorithm for solving a certain system of algebraic linear equations using the underlying displacement structure
of the coefficients matrix of the system. Fast solution of this system is a key component for acceleration of recently developed novel matrix
spectral factorization algorithm. The results of numerical simulations, which compare optimized software implementation of structured system’s
solution to the standard one built in MATLAB, are presented as well.