toeplitz_inverse

toeplitz_inverse, a Python 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 MIT license.

Languages:

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

Related Data and Programs:

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

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

Reference:

1. Miroslav Fiedler,
   Toeplitz and Loewner Matrices

Source Code:

• toeplitz_inverse.py, the source code.
• toeplitz_inverse.sh, runs all the tests.
• toeplitz_inverse.txt, the output file.