TITLE: Inverse of a Toeplitz matrix
QUESTION [23 upvotes]: A Toeplitz matrix or diagonal-constant matrix is a matrix in which each descending diagonal from left to right is constant. For instance, the following matrix is an $n\times n$ Toeplitz matrix:
$$
A = \begin{bmatrix} a_{0} & a_{-1} & a_{-2} & \ldots & \ldots &a_{-n+1} \\\ 
a_{1} & a_0 & a_{-1} & \ddots & & \vdots \\ a_{2} & a_{1} & \ddots & \ddots & \ddots& \vdots \\\
\vdots & \ddots & \ddots & \ddots & a_{-1} & a_{-2}\\\
\vdots & & \ddots & a_{1} & a_{0}& a_{-1} \\ a_{n-1} & \ldots & \ldots & a_{2} & a_{1} & a_{0} \end{bmatrix} 
$$
I'm interested in the self-adjoint case ($a_{-k}=a_{k}\in\mathbb{R}$).
My questions are:

Is there a relatively simple criterion to know when these matrices are invertible by just analyzing the sequence $\{a_{0},\ldots,a_{n-1}\}$?

In the invertible case, what is known about its inverse?

About its determinant?


Thanks!

REPLY [3 votes]: About the last point of you question I think it's not really simple to state a closed simple formula for the determinants. I tried to see if there are symmetries. There are but not really useful (at least as far as I can see).
Just to have an idea the first 3 steps of the induction you have the following determinants.
If $n=2$ then
\begin{equation}
\det A^{(2)} = a_0^2 - a_1^2
\end{equation}
If $n=3$ then
\begin{equation}
\det A^{(3)} = (a_0 - a_2) (a_0^2 - 2 a_1^2 + a_0 a_2)
\end{equation}
Already at $n=4$ the formula is not so simple. Indeed if we have $n=4$ we the determinant become:
\begin{equation}
\det A^{(4)} = a_0^4 + a_1^4 + a_2^4  - 2 a_1 a_2^2 a_3 +4 a_0 a_1^2 a_2   -  3 a_1^2a_0^2 -2 a_2^2a_1^2 - 2 a_2^2a_0^2 + a_3^2a_1^2 - a_3^2a_0^2  - 2 a_1^3 a_3 +  4 a_0 a_1 a_2 a_3 
\end{equation}
What happens is that when you have to calculate $\det A^{(n)}$ the minor determinants of order $n-1$ are matrices where the condition of symmetry that allowed huge simplifications disappears. With n=2,3 the problem is not so big since the minors are trivial, but when n gets bigger the problems arise. In fact the minors are not really Toeplitz matrix, but "block Toeplitz Matriz" (sort of saying). So maybe there could be a way of enclosing the writing in a simple notation formula, but it wouldn't be a real computational gain...