Modify Levinson algorithm for symmetric positive definite Toeplitz system

Author:

Akhoundi Nasser,Alimirzaei Iman

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Reference14 articles.

1. Ammar, G.S., Gragg, W.B.: Numerical experience with a superfast real Toeplitz solver. Linear Algebra Appl. 121, 185–206 (1989)

2. Bitmead, R.R., Anderson, B.D.O.: Asymptotically fast solution of Toeplitz and related systems of linear equations. Linear Algebra Appl. 34, 103–116 (1980)

3. Brigham, E.O., Brigham, E.O.: The fast Fourier transform and its applications, vol. 1. Prentice Hall, Englewood Cliffs, NJ (1988)

4. Musicus, B.R.: Levinson and Fast Choleski Algorithm for Toeplitz and Almost Toeplitz Matrices, Massachusetts Institute of Technology Cambridge, MA 02139 USA

5. Bunch, J.R.: Stability of methods for solving Toeplitz systems of equations. SIAM J. Sci. Stat. Comput. 6.2, 349–364 (1985)

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