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An Toeplitz matrix may be defined as a matrix where , =, for constants , …,. The set of n × n {\displaystyle n\times n} Toeplitz matrices is a subspace of the vector space of n × n {\displaystyle n\times n} matrices (under matrix addition and scalar multiplication).
Levinson recursion or Levinson–Durbin recursion is a procedure in linear algebra to recursively calculate the solution to an equation involving a Toeplitz matrix.The algorithm runs in Θ(n 2) time, which is a strong improvement over Gauss–Jordan elimination, which runs in Θ(n 3).
1.1 Block Toeplitz Matrix Inversion. 3 comments. 1.2 One-tailed or two-tailed test of significance. 10 comments. 1.3 Simple language. 12 comments. Toggle the table of ...
Any circulant is a matrix polynomial (namely, the associated polynomial) in the cyclic permutation matrix: = + + + + = (), where is given by the companion matrix = []. The set of n × n {\displaystyle n\times n} circulant matrices forms an n {\displaystyle n} - dimensional vector space with respect to addition and scalar multiplication.
A matrix with constant skew-diagonals; also an upside down Toeplitz matrix. A square Hankel matrix is symmetric. Hermitian matrix: A square matrix which is equal to its conjugate transpose, A = A *. Hessenberg matrix: An "almost" triangular matrix, for example, an upper Hessenberg matrix has zero entries below the first subdiagonal. Hollow matrix
This is applied, e.g., in the Kalman filter and recursive least squares methods, to replace the parametric solution, requiring inversion of a state vector sized matrix, with a condition equations based solution. In case of the Kalman filter this matrix has the dimensions of the vector of observations, i.e., as small as 1 in case only one new ...
Examples of such matrices commonly arise from the discretization of 1D Poisson equation and natural cubic spline interpolation. Thomas' algorithm is not stable in general, but is so in several special cases, such as when the matrix is diagonally dominant (either by rows or columns) or symmetric positive definite ; [ 1 ] [ 2 ] for a more precise ...
The Toeplitz Hash Algorithm describes hash functions that compute hash values through matrix multiplication of the key with a suitable Toeplitz matrix. [1] The Toeplitz Hash Algorithm is used in many network interface controllers for receive side scaling. [2] [3] As an example, with the Toeplitz matrix the key results in a hash as follows: