Toeplitz and Circulant Matrices: A Review

Stanford University

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Abstract

[ t 0 t − 1 t − 2 ⋯ t − ( n − 1 ) t 1 t 0 t − 1 t 2 t 1 t 0 ⋮ ⋮ ⋱ t n − 1 ⋯ t 0 ] The fundamental theorems on the asymptotic behavior of eigenvalues, inverses, and products of banded Toeplitz matrices and Toeplitz matrices with absolutely summable elements are derived in a tutorial manner. Mathematical elegance and generality are sacrificed for conceptual simplicity and insight in the hope of making these results available to engineers lacking either the background or endurance to attack the mathematical literature on the subject. By limiting the generality of the matrices considered, the essential ideas and results can be conveyed in a more intuitive manner without the mathematical machinery required for the…

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1,215
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24.78
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100%
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Authors

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Topics & keywords

Keywords
  • Circulant matrix
  • Toeplitz matrix
  • Mathematics
  • Levinson recursion
  • Algebra over a field
  • Computer science
  • Pure mathematics
  • Combinatorics
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