• DocumentCode
    1275945
  • Title

    Toeplitz determinants and positive semidefiniteness

  • Author

    Makhoul, John

  • Author_Institution
    Bolt Beranek & Newman Inc., Cambridge, MA, USA
  • Volume
    39
  • Issue
    3
  • fYear
    1991
  • fDate
    3/1/1991 12:00:00 AM
  • Firstpage
    743
  • Lastpage
    746
  • Abstract
    The role that the determinants of real, symmetric, Toeplitz matrices play in testing for their positive semidefiniteness is discussed. It is shown that the leading principal minor test is not sufficient in general to test for the positive semidifiniteness of Toepliz matrices, except in certain cases. Several properties of Toeplitz determinants are derived, and the conditions under which the leading principal minor test is indeed sufficient are shown. Because of the special structure of Toeplitz matrices, the author is able to derive a very simple and general test for positive semidefiniteness which does not require the computation of all principal mirrors
  • Keywords
    determinants; matrix algebra; signal processing; Toeplitz determinants; Toeplitz matrices; leading principal minor test; positive semidefiniteness; signal processing; Biomedical optical imaging; Eigenvalues and eigenfunctions; Frequency; Image sequence analysis; Jacobian matrices; Motion analysis; Speech processing; Sufficient conditions; Symmetric matrices; Testing;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.80862
  • Filename
    80862