How to compute the inverse of Toeplitz Hermitian Matrix

From: "Bowon Lee" <bowonlee@xxxxxxxx>
Date: Fri, 6 May 2005 11:30:23 -0500

I would like to compute the inverse of Toeplitz Hermitian matrix such as

row 1: a_0 a_1 a_2 ... a_(M-1)
row 2: a*_1 a_0 a_1 ... a_(M-2)
row 3: a*_2 a*_1 a_0 ... a_(M-3)

row M-1: a*_(M-2) a*_(M-3) ... a_0 a_1
row M: a* _(M-1) a*_(M-2) ... a*_1 a_0

Does a closed form inverse of this matrix exist?
If not, is there any algorithm to compute it?

Thank you in advance.

.

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