An Algorithm for the Inversion of Finite Toeplitz Matrices

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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 SectionsAbout[1] 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 Scholar[2] J. Wise, The autocorrelation function and the spectral density function, Biometrika, 42 (1955), 151–159 MR0069468 0065.12902 CrossrefISIGoogle Scholar[3] Alberto Calderón, , Frank Spitzer and , Harold Widom, Inversion of Toeplitz matrices, Illinois J. Math., 3 (1959), 490–498 MR0121652 0091.11101 CrossrefGoogle Scholar[4] 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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