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
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
toeplitz_inverse is available in a MATLAB version and a Python version.
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.