toeplitz, a FORTRAN90 code which solves a variety of Toeplitz and circulant linear systems.
The package can also handle circulant Toeplitz systems, and some other more complicated but related forms.
The package was written in the early 1980's by a joint working group of American and Soviet mathematicians.
The original, true, correct version is available in the TOEPLITZ subdirectory of the NETLIB web site.
The computer code and data files made available on this web page are distributed under the MIT license
toeplitz is available in a FORTRAN90 version.
BLAS1, a FORTRAN90 code which contains the level 1 Basic Linear Algebra Subprograms.
LINPACK, a FORTRAN90 code which carries out the factorization and solution of linear systems of a variety of types.
test_matrix, a FORTRAN90 code which includes some routines which define sample Toeplitz matrices.
TOEPLITZ_CHOLESKY, a FORTRAN90 code which computes the Cholesky factorization of a nonnegative definite symmetric Toeplitz matrix.