LU -factorization of Block Toeplitz Matrices

We give a review of the theory of factorization of block Toeplitz matrices of the type T = (Ti−j)i,j∈Zd , where Ti−j are complex k × k matrices, in the form T = LDU, with L and L−1 lower block triangular, U and U−1 upper block triangular Toeplitz matrices, and D a diagonal matrix function. In particular, it is discussed how decay properties of Ti a ect decay properties of L, L−1, U , and U−1. We also discuss factorizations of the type A = LDU , where D is no longer diagonal.