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Split algorithms for symmetric Toeplitz matrices with arbitrary rank profile

✍ Scribed by G. Heinig; K. Rost


Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
105 KB
Volume
12
Category
Article
ISSN
1070-5325

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✦ Synopsis


Abstract

Split Levinson and Schur algorithms for the inversion of symmetric Toeplitz matrices are presented that work, in contrast to previous algorithms, without additional conditions like strong non‐singularity. Copyright © 2004 John Wiley & Sons, Ltd.