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 on page 118).
For Additional Information
Proakis and Manolakis, 1992.
Roberts and Mullis 1987.