A look-ahead Levinson algorithm for general Toeplitz systems

DOI10.1109/78.134471MaRDI QIDQ4008680zbMATH OpenOpenAlexWikidataFDO

Authors Tony F. Chan, Per Christian Hansen

Publication date 27 September 1992

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.134471

zbMATH Keywords

block factorizationill-conditioned principal submatricesLevinson algorithmlook-aheadtest examplesToeplitz matricesweak stability

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

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• Solving Toeplitz systems after extension and transformation
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• Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems
• Stable row recurrences for the Padé table and generically superfast lookahead solvers for non-Hermitian Toeplitz systems
• Transformation techniques for Toeplitz and Toeplitz-plus-Hankel matrices. II: Algorithms
• A look-ahead Bareiss algorithm for general Toeplitz matrices
• A lookahead algorithm for the solution of block Toeplitz systems
• Further optimized look-ahead recurrences for adjacent rows in the Padé table and Toeplitz matrix factorizations
• Look-ahead methods for block Hankel systems
• Computations with Gohberg-Semencul-type formulas for Toeplitz matrices
• 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
• Optimized look-ahead recurrences for adjacent rows in the Padé table
• Fast solution methods for space-fractional diffusion equations
• OLRIV: A new fast adaptive algorithm for rectangular-block Toeplitz systems
• The even-odd split Levinson algorithm for Toeplitz systems
• Modify Levinson algorithm for symmetric positive definite Toeplitz system
• Recursive algorithms for unbalanced banded Toeplitz systems.
• Stability of the Levinson algorithm for Toeplitz-like systems
• Erratum: A Look-Ahead Levinson Algorithm for Indefinite Toeplitz Systems
• Levinson-type extensions for non-Toeplitz systems
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• A two-step even-odd split Levinson algorithm for Toeplitz systems
• Numerical algorithms for corner-modified symmetric Toeplitz linear system with applications to image encryption and decryption
• Fast algorithms for the solution of perturbed symmetric Toeplitz linear system and its applications
• Transformation techniques for Toeplitz and Toeplitz-plus-Hankel matrices. I: Transformations
• Diagonal pivoting for partially reconstructible Cauchy-like matrices, with applications to Toeplitz-like linear equations and to boundary rational matrix interpolation problems
• Solving linear systems with a Levinson-like solver
• A modified T. Chan's preconditioner for Toeplitz systems

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