The Gaussian Toeplitz matrix

Pasupathy, J and Damodar, RA (1992) The Gaussian Toeplitz matrix. In: Linear Algebra and its Applications, 171 . pp. 133-147.

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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

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