Inversion of Toeplitz Band Matrices

DOI10.2307/2005367zbMath0293.65014OpenAlexW4241802049MaRDI QIDQ4045501

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)

Related Items

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

Cites Work

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