This code supports the fast applications of circulant matrices, Hankel matrices, Hankel circulant matrices, Toeplitz matrices and Toeplitz symmetric matrices. The complexities of all these applications are O(N log N) where N is the size of matrices.
This code also supports some factorizations for sparse matrices. If the
sparse matrix can be permuted to a block diagonal matrix, functions such as
speig
could give a significant speed-up.
The following instructions work in Matlab.
- Download Fast Special Matrix
git clone https://github.com/YingzhouLi/FastSpecialMat.git
cd FastSpecialMat
- Install Fast Special Matrix
matlab -nojvm -r "install;quit"
- Test Fast Special Matrix
cd test
matlab &
>> test
>> test_scaling
- Download Fast Special Matrix
git clone https://github.com/YingzhouLi/FastSpecialMat.git
cd FastSpecialMat
- Uninstall Fast Special Matrix
matlab -nojvm -r "install(-1);quit"