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An algorithm for inverting positive definite Toeplitz matrices. (English) Zbl 0254.15003


MSC:

15A09 Theory of matrix inversion and generalized inverses
15B48 Positive matrices and their generalizations; cones of matrices
33C45 Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)
65F05 Direct numerical methods for linear systems and matrix inversion
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