An Algorithm for the Inversion of Finite Toeplitz Matrices

Previous article Next article An Algorithm for the Inversion of Finite Toeplitz MatricesWilliam F. TrenchWilliam F. Trenchhttps://doi.org/10.1137/0112045PDFPDF PLUSBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout1 M. M. Siddiqui, On the inversion of the sample covariance matrix in a stationary autoregressive process, Ann. Math. Statist., 29 (1958), 585–588 MR0095568 0099.14305 CrossrefISIGoogle Scholar2 J. Wise, The autocorrelation function and the spectral density function, Biometrika, 42 (1955), 151–159 MR0069468 0065.12902 CrossrefISIGoogle Scholar3 Alberto Calderón, , Frank Spitzer and , Harold Widom, Inversion of Toeplitz matrices, Illinois J. Math., 3 (1959), 490–498 MR0121652 0091.11101 CrossrefGoogle Scholar4 A. M. Yaglom, An introduction to the theory of stationary random functions, Revised English edition. Translated and edited by Richard A. Silverman, Prentice-Hall Inc., Englewood Cliffs, N.J., 1962xiii+235 MR0184289 0121.12601 Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based on a Stochastic Proximal Point AlgorithmMaxime Vono, Nicolas Dobigeon, and Pierre ChainaisSIAM Review, Vol. 64, No. 1 | 3 February 2022AbstractPDF (3135 KB)Hybrid Compact-WENO Finite Difference Scheme with Radial Basis Function Based Shock Detection Method for Hyperbolic Conservation LawsB. S. Wang, W. S. Don, Z. Gao, Y. H. Wang, and X. 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