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

DOI10.1016/S0024-3795(01)00386-XMaRDI QIDQ5955658zbMATH OpenFDO

Authors Aaron Melman

Publication date 2001

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

Full work available at URL https://doi.org/10.1016/S0024-3795(01)00386-X

zbMATH Keywords

complexityeven-odd split Levinson algorithmnumerical resultssymmetric Toeplitz systems

Mathematics Subject Classification ID

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

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Cites work

• A symmetric algorithm for Toeplitz systems
• Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
• Eigenvalues and eigenvectors of symmetric centrosymmetric matrices
• Eigenvectors of certain matrices
• scientific article; zbMATH DE number 3131354 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• scientific article; zbMATH DE number 3081879 (Why is no real title available?)
• Symmetric solutions and eigenvalue problems of Toeplitz systems
• The even-odd split Levinson algorithm for Toeplitz systems
• The Fitting of Time-Series Models
• The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations
• The Split Levinson Algorithm is Weakly Stable

Cited in

(10)

• Recurrence relations for the even and odd characteristic polynomials of a symmetric Toeplitz matrix
• Split algorithms for Hermitian Toeplitz matrices with arbitrary rank profile
• The even-odd split Levinson algorithm for Toeplitz systems
• Computation of the Newton step for the even and odd characteristic polynomials of a symmetric positive definite Toeplitz matrix
• Levinson-type extensions for non-Toeplitz systems
• scientific article; zbMATH DE number 17432 (Why is no real title available?)
• Topics in the numerical linear algebra of Toeplitz and Hankel matrices
• DCT- and DST-based splitting methods for Toeplitz systems
• scientific article; zbMATH DE number 5044716 (Why is no real title available?)
• Split algorithms for skewsymmetric Toeplitz matrices with arbitrary rank profile

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