Modify Levinson algorithm for symmetric positive definite Toeplitz system

DOI10.1007/s11075-015-0029-zzbMath1338.65068OpenAlexW1089934507MaRDI QIDQ281479

Iman Alimirzaei, Nasser Akhoundi

Publication date: 11 May 2016

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-015-0029-z

zbMATH Keywords

Schur complementLevinson algorithmnumerical experimentToeplitz matricesblock QR decompositiondisplacement rank representationGohberg-Semencul formularecursive-based method

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Toeplitz, Cauchy, and related matrices (15B05)

Cites Work

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• Stability of Methods for Solving Toeplitz Systems of Equations
• The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations
• A Look-Ahead Levinson Algorithm for Indefinite Toeplitz Systems
• A look-ahead Levinson algorithm for general Toeplitz systems
• A Superfast Toeplitz Solver with Improved Numerical Stability
• A Divide and Conquer Algorithm for the Superfast Solution of Toeplitz-like Systems

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