Extensions of band matrices with band inverses

Let R_ij be a given set of μ_i× μ_j matrices for i, j=1,…, n and |i?j| ?m, where 0?m?n?1. Necessary and sufficient conditions are established for the existence and uniqueness of an invertible block matrix =[F_ij], i,j=1,…, n, such that F_ij=R_ij for |i?j|?m, F admits either a left or right block triangular factorization, and (F^?1)_ij=0 for |i?j|>m. The well-known conditions for an invertible block matrix to admit a block triangular factorization emerge for the particular choice m=n?1. The special case in which the given R_ij are positive definite (in an appropriate sense) is explored in detail, and an inequality which corresponds to Burg's maximal entropy inequality in the theory of covariance extension is deduced. The block Toeplitz case is also studied.