Pasupathy, J and Damodar, RA (1992) The Gaussian Toeplitz matrix. In: Linear Algebra and its Applications, 171 . pp. 133-147.
![[img]](http://eprints.iisc.ac.in/style/images/fileicons/application_pdf.png) |
PDF
The_Gaussian_Toeplitz.pdf - Published Version Restricted to Registered users only Download (483kB) | Request a copy |
Official URL: http://dx.doi.org/10.1016/0024-3795(92)90255-9
Abstract
An analytical expression for the LL(T) decomposition for the Gaussian Toeplitz matrix with elements T(ij) = [1/(2-pi)1/2-sigma] exp[-(i - j)2/2-sigma-2] is derived. An exact expression for the determinant and bounds on the eigenvalues follows. An analytical expression for the inverse T-1 is also derived.
| Item Type: | Journal Article |
|---|---|
| Publication: | Linear Algebra and its Applications |
| Publisher: | Elsevier science |
| Additional Information: | Copyright of this article belongs to Elsevier science. |
| Department/Centre: | Division of Electrical Sciences > Electrical Engineering Division of Physical & Mathematical Sciences > Centre for Theoretical Studies (Ceased to exist at the end of 2003) |
| Date Deposited: | 30 May 2011 05:45 |
| Last Modified: | 30 May 2011 05:45 |
| URI: | http://eprints.iisc.ac.in/id/eprint/37770 |
Actions (login required)
 |
View Item |
