Inverses of lower triangular Toeplitz matrices William F. Trench Define ...

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Define an D 0 if n
Inverses of lower triangular Toeplitz matrices William F. Trench Define an D 0 if n < 0 and assume that a0 ¤ 0. Let TN D .ar

N s /r;sD1 ;

N D 1; 2; : : : ;

be the family of lower triangular Toeplitz matrices generated by the formal power series f .´/ D

1 X

an ´n :

(1)

nD0

The family of inverses is given by TN 1 D .br

N s /r;sD1 ;

where g.´/ D

N D 1; 2; : : : ;

1 X

bn x n

(2)

nD0

is the formal reciprocal of f .´/; that is, bn D 0 if n < 0, b0 D 1=a0 and n X

ar bn

r

D 0;

n > 0:

r D0

This formula can be used to compute fbn g1 nD1 recursively: bn D

n 1 X ar bn b0 r D1

r:

This seems to me to be the most practical way to proceed. I can think of two “explicit" expressions for bn ; however, although they may be of some theoretical interest, they don’t seem very useful. F ORMULA I. For every n  1, 2 3 2 3 b0 1 6 b1 7 6 0 7 6 7 6 7 TnC1 6 : 7 D 6 : 7 : 4 :: 5 4 :: 5 bn

Applying Cramer’s rule here yields ˇ ˇ a1 ˇ ˇ a2 . 1/n ˇˇ : bn D nC1 ˇ :: ˇ a0 ˇ an 1 ˇ ˇ an

0

a0 a1 :: : an an 1

0 a0 :: : 2 1

an an

  :: : 3 2

 

ˇ ˇ ˇ ˇ ˇ ˇ ˇ: ˇ a0 ˇˇ a1 ˇ 0 0 :: :

F ORMULA II. Temporarily assume that (1) has a positive radius of convergence. Then so does (2). Moreover, f .n/ .0/ g.n/ .0/ an D and bn D : (3) nŠ nŠ According to the formula of Faa di Bruno (Ch.-J de La Vallee Poussin, Cours d’analsye infinitesimale, Vol. 1, 12th Ed., Libraire Universitaire Louvain, Gauthier-Villars, Paris, 1959) for the derivatives of a composite function,  0    n X X nŠ f .x/ k1 f 00 .x/ k2 f .n/ .x/ dn .k/ h.f .x// D h .f .x//  n dx k1 Š    kn Š 1Š 2Š nŠ kD1

k

!k n

P where k is over all partitions of k as a sum of nonnegative integers k1 ; k2 : : : ; kn such that k1 C k2 C    C kn D k

and

k1 C 2k2 C    nkn D n:

We’re interested in g.x/ D 1=f .x/; therefore, we take h.u/ D 1=u in obtain  0    n X dn . 1/k kŠ X nŠ f .x/ k1 f 00 .x/ k2 f .n/ .x/ g.x/ D    dx n k1 Š    kn Š 1Š 2Š nŠ .f .x//kC1 k

kD1

!k n

Setting x D 0 here and recalling (3) yields bn D

n X . 1/k kŠ X

kD1

a0kC1

k

1 ak1 ak2    ankn : k1 Š    kn Š 1 2

Although we derived this formula assuming that (1) has a positive radius of convergence, it is a purely algebraic result that doesn’t require this assumption.

2

:

;