Any n×n matrix A of the form
is a Toeplitz matrix. If the i,j element of A is denoted Ai,j, then we have
Solving a Toeplitz system
A matrix equation of the form
is called a Toeplitz system if A is a Toeplitz matrix. If A is an Toeplitz matrix, then the system has only 2n−1 degrees of freedom, rather than n2. We might therefore expect that the solution of a Toeplitz system would be easier, and indeed that is the case.
Toeplitz systems can be solved by the Levinson algorithm in Θ(n2) time. Variants of this algorithm have been shown to be weakly stable (i.e. they exhibit numerical stability for well-conditioned linear systems). The algorithm can also be used to find the determinant of a Toeplitz matrix in O(n2) time.
A Toeplitz matrix can also be decomposed (i.e. factored) in O(n2) time. The Bareiss algorithm for an LU decomposition is stable. An LU decomposition gives a quick method for solving a Toeplitz system, and also for computing the determinant.
Algorithms that are asymptotically faster (in finite arithmetic, i.e., given a tolerance the exact solution is obtained within the tolerance ) than those of Bareiss and Levinson have been described in the literature.
A Toeplitz matrix may be defined as a matrix A where Ai,j = ci−j, for constants c1−n … cn−1. The set of n×n Toeplitz matrices is a subspace of the vector space of n×n matrices under matrix addition and scalar multiplication.
Toeplitz matrices are also closely connected with Fourier series, because the multiplication operator by a trigonometric polynomial, compressed to a finite-dimensional space, can be represented by such a matrix. Similarly, one can represent linear convolution as multiplication by a Toeplitz matrix.
The convolution operation can be constructed as a matrix multiplication, where one of the inputs is converted into a Toeplitz matrix. For example, the convolution of and can be formulated as:
Infinite Toeplitz Matrix
A bi-infinite Toeplitz matrix (i.e., entries indexed by , see below) induces a linear operator on .
The induced operator is bounded if and only if the coefficients of the Toeplitz matrix is the Fourier coefficients of some essentially bounded function .
In such cases, is called the symbol of the Toeplitz matrix , and the spectral norm of the Toeplitz matrix coincides with the norm of its symbol.
The proof is easy to establish and can be found as Theorem 1.1 in the google book link: 
- Circulant matrix, a Toeplitz matrix with the additional property that .
- Hankel matrix, a Toeplitz matrix "upside down".
- Bareiss, E.H. (1969), "Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices", Numerische Mathematik 13: 404–424, doi:10.1007/BF02163269
- Bojanczyk, A.W.; Brent, R.P.; Hoog, F.R. De; Sweet, D.R. (1995), "On the stability of the Bareiss and related Toeplitz factorization algorithms", SIAM Journal on Matrix Analysis and Applications 16: 40–57, doi:10.1137/S0895479891221563
- Brent R.P. (1999), "Stability of fast algorithms for structured linear systems", Fast Reliable Algorithms for Matrices with Structure (editors—T. Kailath, A.H. Sayed), ch.4 (SIAM).
- Chan, R. H.-F.; Jin, X.-Q. (2007), An Introduction to Iterative Toeplitz Solvers, SIAM.
- Chandrasekeran, S.; Gu, M.; Sun, X.; Xia, J.; Zhu, J. (2007), "A superfast algorithm for Toeplitz systems of linear equations", SIAM Journal on Matrix Analysis and Applications 29: 1247–1266, doi:10.1137/040617200
- Chen, W.W.; Hurvich, C.M.; Lu, Y. (2006), "On the correlation matrix of the discrete Fourier transform and the fast solution of large Toeplitz systems for long-memory time series", Journal of the American Statistical Association 101: 812–822, doi:10.1198/016214505000001069
- Golub G.H., van Loan C.F. (1996), Matrix Computations (Johns Hopkins University Press) §4.7—Toeplitz and Related Systems.
- Gray R.M., Toeplitz and Circulant Matrices: A Review (Now Publishers).
- Krishna, H.; Wang, Y. (1993), "The Split Levinson Algorithm is weakly stable", SIAM Journal on Numerical Analysis 30 (5): 1498–1508, doi:10.1137/0730078.
- Monahan, J.F. (2011), Numerical Methods of Statistics, Cambridge University Press.
- Pan, Victor Y. (2001), Structured Matrices and Polynomials: unified superfast algorithms, Birkhäuser, ISBN 0817642404
- Press, W.H.; Teukolsky, S.A.; Vetterling, W.T.; Flannery, B.P. (2007), Numerical Recipes: The Art of Scientific Computing (Third ed.), Cambridge University Press, ISBN 978-0-521-88068-8.
- Stewart, M (2003), "A superfast Toeplitz solver with improved numerical stability", SIAM Journal on Matrix Analysis and Applications 25: 669–693, doi:10.1137/S089547980241791X
- Albrecht Böttcher; Sergei M. Grudsky (2012), Toeplitz Matrices, Asymptotic Linear Algebra, and Functional Analysis, Birkhäuser, pp. 1–, ISBN 978-3-0348-8395-5