A two-step even–odd split Levinson algorithm for Toeplitz systems
نویسندگان
چکیده
منابع مشابه
Stability of the Levinson Algorithm for Toeplitz-Like Systems
Numerical stability of the Levinson algorithm, generalized for Toeplitz-like systems, is studied. Arguments based on the analytic results of an error analysis for floating point arithmetic produce an upper bound on the norm of the residual vector, which grows exponentially with respect to the size of the problem. The base of such an exponential function can be small for diagonally dominant Toep...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2001
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(01)00386-x