Inversion of Toeplitz Band Matrices

DOI10.2307/2005367MaRDI QIDQ4045501zbMATH OpenOpenAlexFDO

Authors William F. Trench

Publication date 1974

Full work available at URL https://doi.org/10.2307/2005367

Mathematics Subject Classification ID

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

Cites work

• An Algorithm for the Inversion of Finite Toeplitz Matrices
• Block Toeplitz Matrix Inversion
• Inversion of certain symmetric band matrices
• Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices
• On the Extrapolation of a Special Class of Stationary Time Series
• Some Properties of a Class of Band Matrices
• Toeplitz Matrix Inversion: The Algorithm of W. F. Trench
• Weighting Coefficients for the Prediction of Stationary Time Series from the Finite Past

Cited in

(12)

• On the eigenvalue problem for Toeplitz band matrices
• A note on solving nearly triangular Toeplitz systems
• Solution of band matrix equations by projection-recurrence
• The inverses of Toeplitz band matrices
• The conditioning of Toeplitz band matrices
• Inverse properties of a class of seven-diagonal (near) Toeplitz matrices
• Explicit determinants, inverses and eigenvalues of four band Toeplitz matrices with perturbed rows
• Explicit Inversion Formulas for Toeplitz Band Matrices
• Solution of Linear Equations with Rational Toeplitz Matrices
• On classification of discrete, scalar-valued Poisson brackets
• Explicit inversion of band Toeplitz matrices by discrete Fourier transform
• Computationally efficient restricted maximum likelihood estimation of generalized covariance functions

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