Toeplitz Systems
Michael K. Ng · 2004
Abstract In various application fields, the matrices encountered have special structures which can be exploited to facilitate the solution process. Sparsity is one of these features. However, the matrices we consider in this book are mostly dense matrices with a special structure. One interesting family consists of matrices having a Toeplitz form. A matrixTn∈ ℂn×nis said to be aToeplitzmatrix if it is of the form given in (1.5), i.e. it is constant along its diagonals. The name Toeplitz originates from the work of Otto Toeplitz (1911) in the early 1900s on bilinear forms related to Laurent series. More details about his work can be found in (Grenander and Szegö 1984).