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It is well known that using fast Fourier transform it's possible to multiply a vector by a Toeplitz matrix $A \cdot v = w$ in $n\cdot\log(n)$ operations. I read somewhere that also the product of a ...

I have the following problem: I need to find the fastest way to calculate the eigenvalues of a matrix that is the product of two Toeplitz matrices. $B = A U$. The first is a regular Toeplitz matrix $A$...