ALGORITHM 729 - FORTRAN SUBROUTINES FOR GENERAL TOEPLITZ-SYSTEMS (VOL20, PG 160, 1994)

This paper presents FORTRAN 77 implementations of the lookahead Levins on algorithm of Chan and Hansen [7, 8] for solving symmetric indefinit e and general Toeplitz systems. The algorithms are numerically stable for all Toeplitz matrices that do not have many consecutive ill-condit ioned leading principal submatrices, and also produce estimates of the algorithm and matrix condition numbers. In contrast, the classical Le vinson algorithm is only guaranteed to be numerically stable for symme tric positive definite Toeplitz matrices, and no condition estimate is produced.