Numerical solution of linear equations with Toeplitz and Vector Toeplitz matrices
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/content/pdf/10.1007/BF02163269.pdf
Reference5 articles.
1. Wiener, N.: Extrapolation, interpolation, and smoothing of stationary time series. Appendix B by Norman Levinson, p. 129–139. New York: John Wiley 1949.
2. Trench, W.: An algorithm for the inversion of finite Toeplitz matrices. J. Soc. Indust. Appl. Math.12, 515–522 (1964).
3. —— An algorithm for the inversion of finite Hankel matrices. J. Soc. Indust. Appl. Math.13, 1102–1107 (1965)
4. —— Weighting coefficients for the prediction of stationary time series from the finite past. SIAM J. Appl. Math.15, 1502–1510 (1967)
5. Bareiss, E.: Numerical inversion of finite Toeplitz matrices and vector Toeplitz matrices. Argonne National Laboratory Report No. ANL-7440 (June 1968).
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