Stability of the Levinson Algorithm for Toeplitz-Like Systems

DOI10.1137/090753619zbMath1213.65049OpenAlexW2078911961MaRDI QIDQ3079758

Grazia Lotti, Paola Favati, Ornella Menchi

Publication date: 2 March 2011

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

Full work available at URL: https://semanticscholar.org/paper/5cec17917809e1d6ac1d72f06ee12c90901daa92

zbMATH Keywords

numerical experimentsLevinson algorithmGauss eliminationnumerical stabilitybackward error analysisdiagonally dominantToeplitz-like matrices

Mathematics Subject Classification ID

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

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