FORTRAN subroutines for general Toeplitz systems

DOI10.1145/131766.131768MaRDI QIDQ4371802zbMATH OpenOpenAlexDBLPWikidataFDO

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/

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)

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Cited in

(7)

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

Describes a project that uses

Uses Software

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

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