The Split Levinson Algorithm is Weakly Stable

DOI10.1137/0730078MaRDI QIDQ3142641zbMATH OpenOpenAlexWikidataFDO

Authors Hari Krishna, Yunbiao Wang

Publication date 11 July 1994

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0730078

zbMATH Keywords

Toeplitz matrixnumerical stabilityweak stabilitysplit Levinson algorithmpredictor polynomial

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

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• Splitting of some s-domain stability-test algorithms
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• A two-step even-odd split Levinson algorithm for Toeplitz systems
• Numerical behaviour of a fixed-point implementation of the splitted generalized LeRoux-Gueguen algorithm
• Finite precision arithmetic and the split Schur algorithms
• Stabilité numérique de l'algorithme de Levinson
• High-performance processing of covariance matrices using GPU computations

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