Monotone convex sequences and Cholesky decomposition of symmetric Toeplitz matrices

✍ Scribed by Kenneth S. Berenhaut; Dipankar Bandyopadhyay

• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 210 KB
• Volume: 403
• Category: Article
• ISSN: 0024-3795
• DOI: 10.1016/j.laa.2005.01.021

✦ Synopsis

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.