A note on the paper “A note on inversion of Toeplitz matrices” by X.-G. Lv and T.-Z. Huang

Abstract

In this note, we revisit the result of the Toeplitz matrix inversion formula proposed by Lv and Huang (2007), then we give a new structured perturbation analysis, which is useful for testing the stability of practical algorithms. It has been shown that our new upper bound is much sharper than the one they have given, especially when the size of the Toeplitz matrix is very large. Numerical experiments illustrate the effectiveness of our theoretical results.