A Look-Ahead Levinson Algorithm for Indefinite Toeplitz Systems

DOI10.1137/0613032MaRDI QIDQ4005087zbMATH OpenOpenAlexWikidataFDO

Authors Tony F. Chan, Per Christian Hansen

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

condition estimationLevinson's methodlinear systemsnumerical resultssymmetric indefinite Toeplitz matrices

Mathematics Subject Classification ID

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

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Cited in

(24)

• A stabilized superfast solver for indefinite Hankel systems
• Solving Toeplitz systems after extension and transformation
• 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
• An error-free Levison algorithm to solve integer Toeplitz system
• A lookahead algorithm for the solution of block Toeplitz systems
• Look-ahead methods for block Hankel systems
• A fast Hankel solver based on an inversion formula for Loewner matrices
• Look-ahead Levinson and Schur algorithms for non-Hermitian Toeplitz systems
• Stability analysis of a general Toeplitz system solver
• High performance algorithms for Toeplitz and block Toeplitz matrices
• The even-odd split Levinson algorithm for Toeplitz systems
• Modify Levinson algorithm for symmetric positive definite Toeplitz system
• Erratum: A Look-Ahead Levinson Algorithm for Indefinite Toeplitz Systems
• Levinson-type extensions for non-Toeplitz systems
• A look-ahead Levinson algorithm for general Toeplitz systems
• FORTRAN subroutines for general Toeplitz systems
• Stabilité numérique de l'algorithme de Levinson
• A two-step even-odd split Levinson algorithm for Toeplitz systems
• Bernstein-Bézoutian matrices

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