trace of the inverse of an Hermitian matrix
Hi all,
I need to derive a closed form for
, where A is a NxN Hermitian matrix.
A can be written as the sum of a Toeplitz matrix T and another Hermitian (non-Toeplitz) matrix C:
.
In the document: http://ee.stanford.edu/~gray/toeplitz.pdf
I've found a relation (theorem 5.2c, pag 63) which allows me to obtain an asymptotic result for
.
Do you know any result which allows me to obtain something useful about
(assuming that I know
)?
Thanks a lot!
Francesco