Discrete wavelet transforms for Toeplitz matrices

In this paper, we discuss discrete wavelet transforms for Toeplitz matrices and block-Toeplitz-Toeplitz-block matrices. The main contribution of this paper is to give the Toeplitz-like structure of the wavelet transformed Toeplitz matrices, and show that the computational cost for such structure is O(k3ln) where n is the size of the Toeplitz matrix, k is the order of the wavelet and l is the level used in the wavelet transform. The comparison between the wavelet transformed Toeplitz matrices and the Fourier transformed Toeplitz matrices is also given. © 2003 Elsevier Science Inc. All rights reserved.link_to_subscribed_fulltex