asl/rssa — pull request #8 by eodus (2012-11-17 08:52:52+00:00)
Title: Fast eigen

Anton,

I add code for fast computation Lcov-matrix and change calcV-algorithm for eigen to the fast convolution-based method (aka .calc.v.hankel).

I haven't implemented optimal no-FFTW code yet, but I already have implemented naive method for computation first Lcov-matrix row (just O(L*K) algorithm). It works faster than original variant, there all matrix is computed for O(L*L*K).

Alex.