Controlled approximation for the inverses of special tridiagonal Toeplitz and modified Toeplitz matrices (Q2569772)

Special classes of tridiagonal Toeplitz and modified Toeplitz matrices are investigated. By making use of the properties of their determinants, it is proved, that the inverses of these matrices exhibit interesting monotone properties, in particular, elements with the maximal value lie in the centre of the inverse matrix. On this fact, a simple approximation (with a large number of null diagonals) of the inverse matrix is based. It is proved that for a sufficiently large dimension of the matrix the approximation error can be made as small as desired. As a particular numerical example, the whole theory is applied to the optimal quadratic tracking problem.