Modify Levinson algorithm for symmetric positive definite Toeplitz system

DOI10.1007/S11075-015-0029-ZMaRDI QIDQ281479zbMATH OpenOpenAlexFDO

Authors Nasser Akhoundi, Iman Alimirzaei

Publication date 11 May 2016

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-015-0029-z

zbMATH Keywords

numerical experimentSchur complementToeplitz matricesblock QR decompositiondisplacement rank representationGohberg-Semencul formulaLevinson algorithmrecursive-based method

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Toeplitz, Cauchy, and related matrices (15B05)

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Cites work

• scientific article; zbMATH DE number 3584892 (Why is no real title available?)
• scientific article; zbMATH DE number 1330405 (Why is no real title available?)
• A Divide and Conquer Algorithm for the Superfast Solution of Toeplitz-like Systems
• A Look-Ahead Levinson Algorithm for Indefinite Toeplitz Systems
• A Superfast Toeplitz Solver with Improved Numerical Stability
• A look-ahead Levinson algorithm for general Toeplitz systems
• Asymptotically fast solution of Toeplitz and related systems of linear equations
• Computations with Gohberg-Semencul-type formulas for Toeplitz matrices
• Numerical experience with a superfast real Toeplitz solver
• Recursive self preconditioning method based on Schur complement for Toeplitz matrices
• Stability of Methods for Solving Toeplitz Systems of Equations
• Stability of the Levinson algorithm for Toeplitz-like systems
• The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations

Cited in

(4)

• A Superfast Toeplitz Solver with Improved Numerical Stability
• A two-step even-odd split Levinson algorithm for Toeplitz systems
• The even-odd split Levinson algorithm for Toeplitz systems
• Modified Schur algorithm for positive definite Toeplitz matrices

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