While working with structured matrices I ended up developing, together with Leonardo Robol, two Matlab toolboxes which overload a number of Matlab functionalities for certain classes of matrices:
- hm-toolbox Library for handling the arithmetic of certain hierarchical matrices: HODLR, HSS and H-matrices. It is freely available here.
- cqt-toolbox Library for handling finite or infinite Toeplitz matrices plus structured corrections. In the case of infinite matrices the correction represents a compact operator itself. It is freely available here.
Although these packages do not strive for optimal performances they maintain the favorable complexity and constitute a nice framework for prototyping.