The entries of a Toeplitz matrix are constant along the diagonals parallel to the main diagonal.
Questions tagged [toeplitz-matrices]
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Given the inverses of two Toeplitz matrices is there a way to get the first row of the inverse of their sum without doing another inverse
I have a calculation that requires the inverse of the weighted sum of two Toeplitz matrices aT1 + bT2 for many different weights a,b.
Inverting T1, T2 or aT1+bT2 is an O(n^2) operation using Levinson/Trench.
I have to repeat that for each a,b and…
Paul
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