Monotone convex sequences and Cholesky decomposition of symmetric Toeplitz matrices

Kenneth S. Berenhaut, Dipankar Bandyopadhyay

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

This paper studies off-diagonal decay in symmetric Toeplitz matrices. It is shown that if the generating sequence of the matrix is monotone, positive and convex then the monotonicity and positivity are maintained through triangular decomposition. The work is motivated by recent results on explicit bounds for inverses of triangular matrices.

Original languageEnglish (US)
Pages (from-to)75-85
Number of pages11
JournalLinear Algebra and Its Applications
Volume403
Issue number1-3
DOIs
StatePublished - Jul 1 2005

Keywords

  • Cholesky decomposition
  • Monotone convex sequences
  • Toeplitz matrices

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