invchol_durbin(T)

Inverse of the Cholesky factor of the p.d. Hermitian sym Toeplitz matrix T using Durbin recursions

Finds the inverse of the Cholesky factor of the positive definite Hermitian symmetric Toeplitz matrix T (N>=2) using Durbin recursions [1].
Aravindh Krishnamoorthy, [e-mail], 04-Sep-2015.
Released under the 2-clause BSD license.
[1] Gene H. Golub, Charles F. Van Loan, Matrix Computations, Third Edition, Algorithm 4.7.1 (Durbin).