Monotone convex sequences and Cholesky decomposition of symmetric Toeplitz matrices (Q2484479)

The authors study off-diagonal decay in symmetric Toeplitz matrices. Their main result is the following theorem. Let \(T=(t_{ij})\) be a symmetric \(n\times n\) Toeplitz matrix, i.e., \(t_{ij}= x_{| i-j| }\) for \(1\leq i,j\leq n\). Suppose \(x_0\geq x_1\geq\cdots\geq x_n\geq0\) and \(x_0-x_1\geq x_1-x_2\geq\cdots\geq x_{n-1}-x_n\geq0\). Then \(T\) has a Cholesky decomposition \(T=LL'\), where \(L=(l_{ij})\) is lower triangular, \(l_{ij}\geq0\) for \(1\leq j\leq i\leq n\) and \(l_{ij}\geq l_{i+1,j}\) for \(1\leq j\leq i\leq n-1\).