A Look-Ahead Levinson Algorithm for Indefinite Toeplitz Systems

DOI10.1137/0613032zbMath0752.65020OpenAlexW1979183185WikidataQ57397414 ScholiaQ57397414MaRDI QIDQ4005087

Per Christian Hansen, Tony F. Chan

Publication date: 27 September 1992

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0613032

zbMATH Keywords

numerical resultslinear systemscondition estimationLevinson's methodsymmetric indefinite Toeplitz matrices

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (15)

Modify Levinson algorithm for symmetric positive definite Toeplitz system ⋮ Stability analysis of a general Toeplitz system solver ⋮ A lookahead algorithm for the solution of block Toeplitz systems ⋮ Bernstein-Bézoutian matrices ⋮ Stabilité numérique de l'algorithme de Levinson ⋮ Look-ahead methods for block Hankel systems ⋮ A stabilized superfast solver for indefinite Hankel systems ⋮ High performance algorithms for Toeplitz and block Toeplitz matrices ⋮ A fast approach to stabilize two Toeplitz solvers of the Levinson type ⋮ A practical algorithm to design fast and optimal band-Toeplitz preconditioners for Hermitian Toeplitz systems ⋮ Multigrid methods for indefinite Toeplitz matrices ⋮ Fast and stable computation of the barycentric representation of rational interpolants ⋮ Fast orthogonal decomposition of rank deficient Toeplitz matrices ⋮ Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems ⋮ A fast Hankel solver based on an inversion formula for Loewner matrices

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