A derivation of the Levinson algorithm for solving linear systems with symmetric positive definite Toeplitz matrix

DOI10.1016/0771-050X(76)90041-3zbMath0322.65016MaRDI QIDQ1223923

R. De Meersman

Publication date: 1976

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Linear equations (linear algebraic aspects) (15A06)

Cites Work

• A method for least squares solution of systems with a cyclic rectangular coefficient matrix

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