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A Levinson-like algorithm for symmetric strongly nonsingular higher order semiseparable plus band matrices - MaRDI portal

A Levinson-like algorithm for symmetric strongly nonsingular higher order semiseparable plus band matrices (Q2433783)

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A Levinson-like algorithm for symmetric strongly nonsingular higher order semiseparable plus band matrices
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    A Levinson-like algorithm for symmetric strongly nonsingular higher order semiseparable plus band matrices (English)
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    30 October 2006
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    Yule-Walker equation
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    Levinson algorithm
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    higher order generator representable semiseparable matrices
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    band matrices
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    upper triangular factorisation of the inverse
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    symmetric strongly nonsingular higher order generator
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    semiseparable plus band matrix
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    nonsingular Toeplitz systems
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    numerical experiments
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