Toeplitz Matrix Inversion: The Algorithm of W. F. Trench
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The algorithm of W. F. Trench for the inversion of Toeplitz matrices is presented with a detailed proof for the case of non-Hermitian matrices. The only condition necessary to insure the validity of the algorithm is that all principal minors be nonzero.
[1] Journal of the Association for Computing Machinery , 1961, Nature.
[2] W. F. Trench. An Algorithm for the Inversion of Finite Toeplitz Matrices , 1964 .