Toeplitz Matrix Inversion: The Algorithm of W. F. Trench

  • Authors:
  • Shalhav Zohar

  • Affiliations:
  • Jet Propulsion Laboratory, California Institute of Technology, Pasadena, California

  • Venue:
  • Journal of the ACM (JACM)
  • Year:
  • 1969

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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.