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Some Remarks on the Generalised Bareiss and Levinson Algorithms

  • Ilse Ipsen
Part of the NATO ASI Series book series (volume 70)

Abstract

The Bareiss (or Schur) and Levinson algorithms are the most popular algorithms for solving linear systems with dense n × n Toeplitz coefficient matrix in O(n 2) arithmetic operations. Both algorithms have been generalised to solve linear systems whose n × n coefficient matrices A are not necessarily Toeplitz (in O(n 3) operations). We show in this paper that the generalised Levinson algorithm is a direct consequence of the generalised Bareiss algorithm, thereby considerably simplifying its presentation in comparison to previous work.

Keywords

Triangular Matrix Gaussian Elimination Toeplitz Matrix Triangular Matrice Toeplitz Matrice 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1991

Authors and Affiliations

  • Ilse Ipsen
    • 1
  1. 1.Department of Computer ScienceYale UniversityNew HavenUSA

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