A note on inversion of Toeplitz matrices (Q2472780)

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.