Four short stories about Toeplitz matrix calculations (Q1348099)

The stories told in this paper are dealing with the solution of finite, infinite, and bi-infinite Toeplitz type systems of equations. It is shown that a crucial role in the solution of such systems plays the off-diagonal decay behaviour of Toeplitz matrices and their inverses. Estimates for the approximate solution of (bi-)infinite Toeplitz systems by the finite section method are derived, showing that the approximation rate depends only on the decay of the entries of the Toeplitz matrix and its condition number. Error estimates are given for the solution of doubly infinite convolution systems by finite circulant systems. Finally, some quantitative results on the construction of preconditioners via circulant embedding are derived, which allows to provide a theoretical explanation for some numerical observations in connection with deconvolution problems.