I am looking for a fast Eigenvalue and SVD solver for small dense structured matrices (Hankel and Toeplitz). I have searched for efficient implementations in libraries like MKL but I am not able to find anything specific to structured matrices. I found a set of interesting papers on the subject:
Luk and Qiao, "A Fast Eigenvalue algorithm for Hankel matrices" which uses Lancoz tridiagonalization based on FFT and a QR like diagonalization of the tridiagonal matrix for computing eigenvalues with a complexity of $O(n^2\log(n))$.
Do any of the libraries out there or any implementation you know of use this as I would like to reuse as much as possible? Are there any algorithms which achieve bounds better than this for structured matrices?