Benassi, Romain; Pievatolo, Antonio; Göb, Rainer - In: Stochastics and Quality Control 25 (2010) 1, pp. 13-30
Abstract We apply the banded matrix inversion theorem given by Kavcic and Moura [IEEE Trans. Inf. Theory 46: 1495–1509, 2000] to symmetric Toeplitz matrices. If the inverse is banded with bandwidth smaller than its size, there is a gain in arithmetic complexity compared to the current methods...
