Abstract
The algorithm of W. F. Trench for the inversion of Toeplitz matrices is presented with a detailed proof for the case of non-Hermitian matrices. The only condition necessary to insure the validity of the algorithm is that all principal minors be nonzero.
- 1 TRENCH, W.F. An algorithm for the inversion of finite Toeplitz matrices. J. SIAM 12, 3 (Sept. 1964), 515-522.Google Scholar
Index Terms
- Toeplitz Matrix Inversion: The Algorithm of W. F. Trench
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