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Moise/non sym toeplitz

Open MoiseRousseau opened this issue 2 years ago • 0 comments

This PR proposes an implementation of the non-symmetric Toeplitz linear operator (https://github.com/cornellius-gp/linear_operator/issues/76). It extends the actual ToeplitzLinearOperator with an additional constructor argument "row". If not supplied, the Toeplitz operation is still symmetric and the actual behavior is preserved.

  • Adding support for non-symmetric Toeplitz operators
  • Add tests for non-symmetric Toeplitz operators
  • Add an optimized solve routine for symmetric and non-symmetric Toeplitz operator
  • All tests pass
  • Have the skeleton for optimized Toeplitz inverse

Let me know what you think!

MoiseRousseau avatar Oct 19 '23 19:10 MoiseRousseau