C-symmetry

In linear algebra, a Toeplitz matrix or diagonal-constant matrix, named after Otto Toeplitz, is a matrix in which each descending diagonal from left to right is constant. For instance, the following matrix is a Toeplitz matrix:

$\left[\begin{array}{ccccc}a& b& c& d& e\\ f& a& b& c& d\\ g& f& a& b& c\\ h& g& f& a& b\\ i& h& g& f& a\end{array}\right].$

Any n×n matrix A of the form

$A=\left[\begin{array}{cccccc}{a}_0& a_{-1}& a_{-2}& \dots & \dots & a_{-n+1}\\ a_1& a_0& a_{-1}& \ddots & & ⋮\\ a_2& a_1& \ddots & \ddots & \ddots & ⋮\\ ⋮& \ddots & \ddots & \ddots & a_{-1}& a_{-2}\\ ⋮& & \ddots & a_1& a_0& a_{-1}\\ a_{n-1}& \dots & \dots & a_2& a_1& a_0\end{array}\right]$

is a Toeplitz matrix. If the i,j element of A is denoted A_i,j, then we have

$A_{i,j}=A_{i+1,j+1}=a_{i-j}.$

Solving a Toeplitz system

A matrix equation of the form

$Ax=b$

is called a Toeplitz system if A is a Toeplitz matrix. If A is an $n\times n$ 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 than those of Bareiss and Levinson have been described in the literature.

General properties

A Toeplitz matrix may be defined as a matrix A where A_i,j = c_i−j, for constants c_1−n … c_n−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.

Two Toeplitz matrices may be added in O(n) time and multiplied in O(n²).

Toeplitz matrices are persymmetric. Symmetric Toeplitz matrices are both centrosymmetric and bisymmetric.

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.

All Toeplitz matrices commute asymptotically. This means they diagonalize in the same basis when the row and column dimension tends to infinity.

Discrete convolution

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 $h$ and $x$ can be formulated as:

$y=h\ast x=\left[\begin{array}{ccccc}{h}_1& 0& \dots & 0& 0\\ h_2& h_1& \dots & ⋮& ⋮\\ h_3& h_2& \dots & 0& 0\\ ⋮& h_3& \dots & h_1& 0\\ h_{m-1}& ⋮& \dots & h_2& h_1\\ h_m& h_{m-1}& ⋮& ⋮& h_2\\ 0& h_m& \dots & h_{m-2}& ⋮\\ 0& 0& \dots & h_{m-1}& h_{m-2}\\ ⋮& ⋮& ⋮& h_m& h_{m-1}\\ 0& 0& 0& \dots & h_m\end{array}\right]\left[\begin{array}{c}{x}_1\\ x_2\\ x_3\\ ⋮\\ x_n\end{array}\right]$

$y^T=\left[\begin{array}{cccccc}{h}_1& h_2& h_3& \dots & h_{m-1}& h_m\end{array}\right]\left[\begin{array}{cccccccccc}{x}_1& x_2& x_3& \dots & x_n& 0& 0& 0& \dots & 0\\ 0& x_1& x_2& x_3& \dots & x_n& 0& 0& \dots & 0\\ 0& 0& x_1& x_2& x_3& \dots & x_n& 0& \dots & 0\\ ⋮& ⋮& ⋮& ⋮& ⋮& \dots & ⋮& ⋮& \dots & 0\\ 0& \dots & 0& 0& x_1& \dots & x_{n-2}& x_{n-1}& x_n& ⋮\\ 0& \dots & 0& 0& 0& x_1& \dots & x_{n-2}& x_{n-1}& x_n\end{array}\right].$

This approach can be extended to compute autocorrelation, cross-correlation, moving average etc.

See also

• Circulant matrix, a Toeplitz matrix with the additional property that $a_i=a_{i+n}$.
• Hankel matrix, a Toeplitz matrix "upside down".
• Toeplitz operator, a Toeplitz matrix with infinitely many rows and columns.

Notes

43 year old Petroleum Engineer Harry from Deep River, usually spends time with hobbies and interests like renting movies, property developers in singapore new condominium and vehicle racing. Constantly enjoys going to destinations like Camino Real de Tierra Adentro.

References

• E.H. Bareiss (1969), "Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices", Numerische Mathematik, 13: 404–424. 21 year-old Glazier James Grippo from Edam, enjoys hang gliding, industrial property developers in singapore developers in singapore and camping. Finds the entire world an motivating place we have spent 4 months at Alejandro de Humboldt National Park.
• A.W. Bojanczyk, R.P. Brent, F.R. De Hoog, D.R. Sweet (1995), "On the stability of the Bareiss and related Toeplitz factorization algorithms", SIAM Journal on Matrix Analysis and Applications, 16: 40–57. 21 year-old Glazier James Grippo from Edam, enjoys hang gliding, industrial property developers in singapore developers in singapore and camping. Finds the entire world an motivating place we have spent 4 months at Alejandro de Humboldt National Park.
• 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. 21 year-old Glazier James Grippo from Edam, enjoys hang gliding, industrial property developers in singapore developers in singapore and camping. Finds the entire world an motivating place we have spent 4 months at Alejandro de Humboldt National Park.
• 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. 21 year-old Glazier James Grippo from Edam, enjoys hang gliding, industrial property developers in singapore developers in singapore and camping. Finds the entire world an motivating place we have spent 4 months at Alejandro de Humboldt National Park.
• Golub G.H., van Loan C.F. (1996), Matrix Computations (Johns Hopkins University Press), Section 4.7—Toeplitz and Related Systems.
• Gray R.M., Toeplitz and Circulant Matrices: A Review (Now Publishers).
• One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting
  
  In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang
  
  Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules
  
  Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.
  
  A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running
  
  The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more
  
  There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang
• Monahan J.F. (2011), Numerical Methods of Statistics (Cambridge University Press), §4.5—Toeplitz systems.
• Press W.H., Teukolsky S.A., Vetterling W.T., Flannery B.P. (2007), Numerical Recipes: The Art of Scientific Computing, Third edition (Cambridge University Press), §2.8.2—Toeplitz matrices. 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. 21 year-old Glazier James Grippo from Edam, enjoys hang gliding, industrial property developers in singapore developers in singapore and camping. Finds the entire world an motivating place we have spent 4 months at Alejandro de Humboldt National Park.