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Solution of systems with Toeplitz matrices generated by rational functions
Affiliation:Department of Mathematics and Computer Science Drexel University Philadelphia, Pennsylvania 19104 USA
Abstract:We consider Toeplitz matrices Tn = (tij)ni,j=0, where Σ−∞tjzj is a formal Laurent series of a rational function R(z). A criterion is given for Tn to be invertible, in terms of the nonvanishing of a determinant Dn involving the zeros of R(z), and of order and form independent of n; i.e., n enters into Dn as a parameter, and not so as to complicate Dn as n increases. Explicit formulas involving similar determinants are given for the solution of the system TnX = Y in the case where Tn is invertible. Formulas are also given for T−1n in the case where Tn−1 and Tn are both convertible Suggestions concerning possible computational procedures based on the results are included.
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