toeplitz_inverse


toeplitz_inverse, a MATLAB code which computes the inverse of a Toeplitz matrix.

A Toeplitz matrix is a matrix which is constant along all diagonals. A schematic of a 5x5 symmetric toeplitz matrix would be:

        e  f  g  h  i
        d  e  f  g  h
        c  d  e  f  g
        b  c  d  e  f
        a  b  c  d  e
      

Licensing:

The computer code and data files made available on this web page are distributed under the GNU LGPL license.

Languages:

toeplitz_inverse is available in a MATLAB version and a Python version.

Related Data and Programs:

hankel_inverse, a MATLAB code which computes the inverse of a Hankel matrix.

toeplitz_cholesky, a MATLAB code which computes the Cholesky factorization of a symmetric positive definite (SPD) Toeplitz matrix.

toeplitz_inverse_test

Reference:

  1. Miroslav Fiedler,
    toeplitz and Loewner Matrices

Source Code:


Last modified on 16 May 2020.