2013•Computational Mathematics and Mathematical PhysicsRequires access

On certain decompositions of complex inverse Toeplitz matrices and related fast algorithms for solving linear systems with Toeplitz coefficient matrices

В. И. Гельфгат

Abstract

Formulas for inverting nonsingular Toeplitz matrices with complex entries are derived. These formulas either refine known ones or are new. They make it possible to develop economical algorithms for calculating products of inverse Toeplitz matrices with vectors.

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Key concepts: Toeplitz matrix, Invertible matrix, Levinson recursion, Mathematics, Inverse, Algebra over a field, Algorithm, Applied mathematics