TOEPSOL Function

Solves symmetric Toeplitz linear equations using Levinson’s algorithm.

Usage

result = TOEPSOL(r, b)

Input Parameters

r—The first row of the Toeplitz matrix.

b—The right-hand side of a linear equation.

Returned Value

result—An array containing the solution of the linear equation.

Keywords

None.

Discussion

Given the first row of the Toeplitz matrix:

 

and the right hand side array b = [b(0), b(1), ..., b(m)]^T, TOEPSOL is a fast algorithm for solving the linear equation

Rx = b

for the array x.

 

Note:

TOEPSOL is for symmetric, positive, definite matrices only.

Example

TOEPSOL is one of a suite of functions (JURYRC,  LEVCORR, LEVDURB, and TOEPSOL) used to solve Toeplitz linear equations and factorization problems. For an example demonstrating the use of TOEPSOL, see the description of JURYRC (JURYRC Procedure ).

For Additional Information

Proakis and Manolakis, 1992.

Roberts and Mullis 1987.