Stabilité numérique de l'algorithme de Levinson

DOI10.1051/m2an/1995290201231zbMath0829.65030OpenAlexW2518094341MaRDI QIDQ4834475

Evariste Kazamarande, Pierre Comon

Publication date: 21 January 1996

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/193770

zbMATH Keywords

performanceerror boundsToeplitz matrixconditioningnumerical stabilitySchur algorithmCholesky algorithmLevinson-Durbin algorithmlinear Toeplitz system

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Complexity and performance of numerical algorithms (65Y20) Direct numerical methods for linear systems and matrix inversion (65F05) Conditioning of matrices (15A12)

Cites Work

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