Toeplitz matrix

1 Toeplitz Matrix

A Toeplitz matrixMathworldPlanetmath is any n×n matrix with values constant along each (top-left to lower-right) diagonal. That is, a Toeplitz matrix has the form


Numerical problems involving Toeplitz matrices typically have fast solutions (only 2n-1 distinct elements need to be solved for, as opposed to n2). For example, the inverse of a symmetricPlanetmathPlanetmath, positive-definite n×n Toeplitz matrix can be found in 𝒪(n2) time (


  • 1 Golub and Van Loan, Matrix Computations, Johns Hopkins University Press 1993
Title Toeplitz matrix
Canonical name ToeplitzMatrix
Date of creation 2013-03-22 13:04:22
Last modified on 2013-03-22 13:04:22
Owner akrowne (2)
Last modified by akrowne (2)
Numerical id 8
Author akrowne (2)
Entry type Definition
Classification msc 15A09
Classification msc 65F35
Classification msc 15A57