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Toeplitz matrix information


In linear algebra, a Toeplitz matrix or diagonal-constant matrix, named after Otto Toeplitz, is a matrix in which each descending diagonal from left to right is constant. For instance, the following matrix is a Toeplitz matrix:

Any matrix of the form

is a Toeplitz matrix. If the element of is denoted then we have

A Toeplitz matrix is not necessarily square.

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Toeplitz matrix

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In linear algebra, a Toeplitz matrix or diagonal-constant matrix, named after Otto Toeplitz, is a matrix in which each descending diagonal from left to...

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Circulant matrix

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the right relative to the preceding row. It is a particular kind of Toeplitz matrix. In numerical analysis, circulant matrices are important because they...

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Block matrix

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block Toeplitz matrix is another special block matrix, which contains blocks that are repeated down the diagonals of the matrix, as a Toeplitz matrix has...

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Hankel matrix

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n} Hankel matrix, then H = T J n {\displaystyle H=TJ_{n}} where T {\displaystyle T} is an m × n {\displaystyle m\times n} Toeplitz matrix. If T {\displaystyle...

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Symmetric matrix

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written as sum of a symmetric and a skew-symmetric matrix. This decomposition is known as the Toeplitz decomposition. Let Mat n {\displaystyle {\mbox{Mat}}_{n}}...

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Diagonal matrix

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Multiplication operator Tridiagonal matrix Toeplitz matrix Toral Lie algebra Circulant matrix Proof: given the elementary matrix e i j {\displaystyle e_{ij}}...

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Toeplitz

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Look up Toeplitz matrix in Wiktionary, the free dictionary. Toeplitz or Töplitz may refer to: Töplitz, the German name of Toplița, a city in Romania Toplița...

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Definite matrix

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{\text{ and }}A\mathbf {x} } If M {\displaystyle M} is a symmetric Toeplitz matrix, i.e. the entries m i j {\displaystyle m_{ij}} are given as a function...

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Levinson recursion

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algebra to recursively calculate the solution to an equation involving a Toeplitz matrix. The algorithm runs in Θ(n2) time, which is a strong improvement over...

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Cauchy matrix

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of the matrix (one usually deals with square matrices, though all algorithms can be easily generalized to rectangular matrices). Toeplitz matrix Fay's...

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Otto Toeplitz

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edition, 1963) Calderón–Toeplitz operator Silverman–Toeplitz theorem Hellinger–Toeplitz theorem Toeplitz algebra Toeplitz matrix Inscribed square problem...

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Toeplitz operator

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restriction. A bounded operator on H 2 {\displaystyle H^{2}} is Toeplitz if and only if its matrix representation, in the basis { z n , z ∈ C , n ≥ 0 } {\displaystyle...

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Tridiagonal matrix

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elements equal or Toeplitz matrices and for the general case as well. In general, the inverse of a tridiagonal matrix is a semiseparable matrix and vice versa...

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Toeplitz Hash Algorithm

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The Toeplitz Hash Algorithm describes hash functions that compute hash values through matrix multiplication of the key with a suitable Toeplitz matrix. The...

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Wiener filter

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well. With a complex signal, the matrix to be solved is a Hermitian Toeplitz matrix, rather than symmetric Toeplitz matrix. For simplicity, the following...

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Hermitian matrix

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arbitrary square matrix C can be written as the sum of a Hermitian matrix A and a skew-Hermitian matrix B. This is known as the Toeplitz decomposition of...

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List of named matrices

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matrices used in mathematics, science and engineering. A matrix (plural matrices, or less commonly matrixes) is a rectangular array of numbers called entries...

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Outline of linear algebra

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Triangular matrix Tridiagonal matrix Block matrix Sparse matrix Hessenberg matrix Hessian matrix Vandermonde matrix Stochastic matrix Toeplitz matrix Circulant...

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Transfer matrix

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In applied mathematics, the transfer matrix is a formulation in terms of a block-Toeplitz matrix of the two-scale equation, which characterizes refinable...

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Triangular matrix

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In mathematics, a triangular matrix is a special kind of square matrix. A square matrix is called lower triangular if all the entries above the main diagonal...

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Persymmetric matrix

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persymmetric matrix. A matrix for which the values on each line parallel to the main diagonal are constant is called a Toeplitz matrix. Centrosymmetric matrix Golub...

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Convolution

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correlation Titchmarsh convolution theorem Toeplitz matrix (convolutions can be considered a Toeplitz matrix operation where each row is a shifted copy...

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Deconvolution

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the data. However, by formulating the problem as the solution of a Toeplitz matrix and using Levinson recursion, we can relatively quickly estimate a...

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Finite difference method

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and which represents a symmetric, tridiagonal matrix. For an equidistant grid one gets a Toeplitz matrix. The 2D case shows all the characteristics of...

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Correlation

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M-dependent, and Toeplitz. In exploratory data analysis, the iconography of correlations consists in replacing a correlation matrix by a diagram where...

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Band matrix

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upper triangular matrix similarly, for k1 = n−1, k2 = 0 one obtains a lower triangular matrix. Upper and lower Hessenberg matrices Toeplitz matrices when...

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Polynomial matrix spectral factorization

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and has many classical algorithms. Some modern algorithms have used Toeplitz matrix advances to speed up factor calculations. Let P ( t ) = [ p 11 ( t...

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Linear prediction

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{\displaystyle \mathbf {R} } is a symmetric, p × p {\displaystyle p\times p} Toeplitz matrix with elements r i j = R ( i − j ) , 0 ≤ i , j < p {\displaystyle r_{ij}=R(i-j)...

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