A two-step even-odd split Levinson algorithm for Toeplitz systems

DOI10.1016/S0024-3795(01)00386-XzbMath0991.65031MaRDI QIDQ5955658

Aaron Melman

Publication date: 2001

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

complexitynumerical resultseven-odd split Levinson algorithmsymmetric Toeplitz systems

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (5)

Split algorithms for Hermitian Toeplitz matrices with arbitrary rank profile ⋮ Split algorithms for skewsymmetric Toeplitz matrices with arbitrary rank profile ⋮ Recurrence relations for the even and odd characteristic polynomials of a symmetric Toeplitz matrix ⋮ Topics in the numerical linear algebra of Toeplitz and Hankel matrices ⋮ Computation of the Newton step for the even and odd characteristic polynomials of a symmetric positive definite Toeplitz matrix

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Eigenvalues and eigenvectors of symmetric centrosymmetric matrices
• A symmetric algorithm for Toeplitz systems
• Eigenvectors of certain matrices
• The Even-Odd Split Levinson Algorithm for Toeplitz Systems
• Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
• The Split Levinson Algorithm is Weakly Stable
• The Fitting of Time-Series Models
• The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations
• Symmetric solutions and eigenvalue problems of Toeplitz systems

This page was built for publication: A two-step even-odd split Levinson algorithm for Toeplitz systems