A note on inversion of Toeplitz matrices

DOI10.1016/J.AML.2006.10.008MaRDI QIDQ2472780zbMATH OpenOpenAlexFDO

Publication date 25 February 2008

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2006.10.008

algorithm circulant matrix inversion Toeplitz matrix

Theory of matrix inversion and generalized inverses (15A09) Hermitian, skew-Hermitian, and related matrices (15B57) Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

Let \(T=(a_{p-q})_{p,q=1}^n\) be an \(n \times n\) Toeplitz matrix. The inversion of \(T\) is not Toeplitz in general. There are several attempts to recover \(T^{-1}\); see \textit{M. K. Ng, K. Rost} and \textit{Y.-W. Wen} [Linear Algebra Appl. 348, No. 1--3, 145--151 (2002; Zbl 0998.15031)] and references therein. The authors show that the invertibility of \(T\) can be determined through the solvability of two standard equations and denotes the inverse matrix \(T^{-1}\) as a sum of product of circulant matrices and upper triangular Toeplitz matrices and prove that the formula is numerically forward stable.

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