A note on the stability of Toeplitz matrix inversion formulas.

DOI10.1016/J.AML.2003.11.002MaRDI QIDQ1767145zbMATH OpenOpenAlexFDO

Authors You-Wei Wen, Wai-Ki Ching, Hong Liu, Michael Ng

Publication date 7 March 2005

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

Full work available at URL https://doi.org/10.1016/j.aml.2003.11.002

zbMATH Keywords

forward stableinversion formulasstabilityToeplitz matrix

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

It is shown that the algorithms of \textit{A. Ben-Artzi} and \textit{T. Shalom} [Linear Algebra Appl. 75, 173--192 (1986; Zbl 0586.15005)], \textit{G. Labahn} and \textit{T. Shalom} [ibid. 175, 143--158 (1992; Zbl 0760.15005)] and \textit{M. K. Ng, K. Rost} and \textit{Y.-W. Wen} [ibid. 348, No. 1--3, 145--151 (2002; Zbl 0998.15031)] for the inversion of a well conditioned Toeplitz matrix are forward stable. I.e., the difference between the computed inverse and the exact inverse has a finite \(2\)-norm.

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Cites work

• A Variant of the Gohberg–Semencul Formula Involving Circulant Matrices
• An Algorithm for the Inversion of Finite Toeplitz Matrices
• Conjugate Gradient Methods for Toeplitz Systems
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• scientific article; zbMATH DE number 3451988 (Why is no real title available?)
• scientific article; zbMATH DE number 2201223 (Why is no real title available?)
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Cited in

(13)

• On the stability of solution methods for band Toeplitz systems
• A Gohberg-Semencul type formula for the inverse of conjugate-Toeplitz matrix and applications
• The stability of inversion formulas for Toeplitz matrices
• A note on the structured perturbation analysis for the inversion formula of Toeplitz matrices
• The stability of formulae of the Gohberg-Semencul-Trench type for Moore-Penrose and group inverses of Toeplitz matrices
• Stability of Toeplitz matrix inversion formulas
• Inversion of conjugate-Toeplitz matrices and conjugate-Hankel matrices
• Gohberg-Semencul type formula and application for the inverse of a conjugate-Toeplitz matrix involving imaginary circulant matrices
• A new Toeplitz inversion formula, stability analysis and the value
• The explicit inverse of nonsingular conjugate-Toeplitz and conjugate-Hankel matrices
• The explicit inverses of CUPL-Toeplitz and CUPL-Hankel matrices
• A note on the paper ``A note on inversion of Toeplitz matrices by X.-G. Lv and T.-Z. Huang
• Approximate inverse-free preconditioners for Toeplitz matrices

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