Algorithms for least‐squares linear prediction and maximum entropy spectral analysis—Part II: Fortran program

Author:

Barrodale I.1,Erickson R. E.2

Affiliation:

1. Department of Mathematics, University of Victoria, P.O. Box 1700, Victoria, B.C., Canada V8W 2Y2

2. Electromagnetics Section, Defence Research Establishment Pacific, FMO, CFB Esquimalt, Victoria, B.C., Canada V0S 1B0

Abstract

We present a set of Fortran subroutines which implement the least‐squares algorithm described in Part I (Barrodale and Erickson, 1980, this issue) for solving three variants of the linear prediction problem. When combined with a suitable driver program, these subroutines can be used to calculate maximum entropy spectra without imposing a Toeplitz structure on the model.

Publisher

Society of Exploration Geophysicists

Subject

Geochemistry and Petrology,Geophysics

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