We derive explicit formulas for the inverses of truncated block Toeplitz matrices that have a positive Hermitian matrix symbol with integrable inverse. The main ingredients of the formulas are the Fourier coefficients of the phase function attached to the symbol. The derivation of the formulas involves the dual process of a stationary process that has the symbol as spectral density. We illustrate the usefulness of the formulas by two applications. The first one is a strong convergence result for solutions of Toeplitz systems. The second application is closed-form formulas for the inverses of truncated block Toeplitz matrices that have a rational symbol. The significance of the closed-form formulas is that they provide us with a linear-time algorithm to compute the solutions of corresponding Toeplitz systems.
翻译:我们为截断的托普利茨区块矩阵的反向得出清晰的公式,这些矩阵的正埃米特矩阵符号具有不可逆的反向。 公式的主要成分是附于符号的相位函数的Fourier系数。 公式的衍生涉及以光谱密度为符号的固定过程的双重过程。 我们用两个应用程序来说明公式的有用性。 第一个应用程序是托普利茨区块的解决方案的强烈趋同结果。 第二个应用程序是具有合理符号的特普利茨区块矩阵反向的封闭式公式。 封闭式公式的意义在于它们为我们提供了计算相应的托普利茨系统解决方案的线性时间算法。