The Split Levinson Algorithm is Weakly Stable

DOI10.1137/0730078zbMath0791.65014OpenAlexW2084083596WikidataQ55894277 ScholiaQ55894277MaRDI QIDQ3142641

Hari Krishna, Yunbiao Wang

Publication date: 11 July 1994

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0730078

zbMATH Keywords

Toeplitz matrixnumerical stabilityweak stabilitysplit Levinson algorithmpredictor polynomial

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

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