Stability of the Levinson algorithm for Toeplitz-like systems

DOI10.1137/090753619MaRDI QIDQ3079758zbMATH OpenOpenAlexFDO

Authors Paola Favati, Grazia Lotti, 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

backward error analysisdiagonally dominantGauss eliminationLevinson algorithmnumerical experimentsnumerical stabilityToeplitz-like matrices

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 1304510

Cited in

(15)

• A fast approach to stabilize two Toeplitz solvers of the Levinson type
• An error-free Levison algorithm to solve integer Toeplitz system
• Superfast algorithms for Cauchy-like matrix computations and extensions
• The even-odd split Levinson algorithm for Toeplitz systems
• Modify Levinson algorithm for symmetric positive definite Toeplitz system
• The Split Levinson Algorithm is Weakly Stable
• Stability of Methods for Solving Toeplitz Systems of Equations
• A Look-Ahead Levinson Algorithm for Indefinite Toeplitz Systems
• Generalized Pascal matrices generate classes closed under multiplication
• Stabilité numérique de l'algorithme de Levinson
• Error sources and error propagation in the Levinson-Durbin algorithm
• A two-step even-odd split Levinson algorithm for Toeplitz systems
• A direct solver for solving systems of linear equations with banded ill-conditioned Toeplitz matrices
• Displacement structure for Hankel, Vandermonde, and related (derived) matrices
• Solving linear systems with a Levinson-like solver

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