Fast cosine transform of Toeplitz matrices, algorithm and applications

A fast algorithm for the discrete cosine transform (DCT) of a Toeplitz matrix of order N is derived. Only O(N log N)+O(M) time is needed for the computation of M elements. The storage requirement is O(N). The method carries over to other transforms (DFT, DST) and to Hankel or circulant matrices. Some applications of the algorithm are discussed.<
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