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Determinant and Inverse of a Toeplitz matrix
Let $T(n,k)$ be a $n \times n$ symmetric Toeplitz matrix, where all the entries of first $k$ super-diagonal (and sub-diagonal), last $k-1$ super-diagonal (and sub-diagonal) are ones, and rest of the ...
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2
votes
1
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Inverse of an AR(1) or Laplacian (?) or Kac-Murdock-Szegö matrix
My current problem involves having an exact (symbolic) inverse of a scaled AR(1) matrix for $n$-dimension. (I don't know what this matrix would be called in general; I'm sure it is used often.) This ...
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