FORTRAN subroutines for general Toeplitz systems

DOI10.1145/131766.131768zbMATH Open0894.65010DBLPjournals/toms/HansenC92OpenAlexW2003401001WikidataQ57397416 ScholiaQ57397416MaRDI QIDQ4371802FDOQ4371802

Authors: Per Christian Hansen, Tony F. Chan 

Publication date: 9 February 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1992-18/

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zbMATH Keywords

Toeplitz systemsmatrix condition numberslookahead Levinson algorithm

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Packaged methods for numerical algorithms (65Y15) Numerical computation of matrix norms, conditioning, scaling (65F35) Software, source code, etc. for problems pertaining to linear algebra (15-04)

Cited In (7)

• A note on the \(O(n)\)-storage implementation of the GKO algorithm and its adaptation to Trummer-like matrices
• Stable row recurrences for the Padé table and generically superfast lookahead solvers for non-Hermitian Toeplitz systems
• \texttt{smt}: A Matlab toolbox for structured matrices
• High performance algorithms for Toeplitz and block Toeplitz matrices
• A fast solver for linear systems with displacement structure
• A Look-Ahead Levinson Algorithm for Indefinite Toeplitz Systems
• A look-ahead Levinson algorithm for general Toeplitz systems

Uses Software

• LAPACK
• LINPACK
• IMSL Numerical Libraries
• toms729gw
• TOEPLITZ

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