Modify Levinson algorithm for symmetric positive definite Toeplitz system (Q281479): Difference between revisions

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Modify Levinson algorithm for symmetric positive definite Toeplitz system
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    Modify Levinson algorithm for symmetric positive definite Toeplitz system (English)
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    11 May 2016
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    Toeplitz matrices
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    Gohberg-Semencul formula
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    Schur complement
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    displacement rank representation
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    recursive-based method
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    block QR decomposition
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    Levinson algorithm
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    numerical experiment
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