A two-step even-odd split Levinson algorithm for Toeplitz systems

Authors
Melman, A
Citation
A. Melman, A two-step even-odd split Levinson algorithm for Toeplitz systems, LIN ALG APP, 338, 2001, pp. 219-237
Citations number
17
Categorie Soggetti
Mathematics
Journal title
LINEAR ALGEBRA AND ITS APPLICATIONS
ISSN journal
00243795 → ACNP
Volume
338
Year of publication
2001
Pages
219 - 237
Database
ISI
SICI code
0024-3795(20011115)338:<219:ATESLA>2.0.ZU;2-D
Abstract
We use a two-step Durbin method rather than the single step version in the even-odd split Levinson algorithm for strongly nonsingular real symmetric T oeplitz systems with arbitrary right-hand side, thereby slightly reducing t he complexity of this algorithm to 19/8n(2) + O(n) flops on a sequential ma chine. We also present extensive numerical results comparing several Levins on-type methods. (C) 2001 Elsevier Science Inc. All rights reserved.