Look-ahead Schur-type algorithm for solving general Toeplitz systems

Roland W. Freund

doi:10.1117/12.190860

28 October 1994 Look-ahead Schur-type algorithm for solving general Toeplitz systems

Roland W. Freund

Proceedings Volume 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V; (1994) https://doi.org/10.1117/12.190860
Event: SPIE's 1994 International Symposium on Optics, Imaging, and Instrumentation, 1994, San Diego, CA, United States

Abstract

The classical fast Toeplitz solvers, such as the Levinson algorithm and Schur-type algorithms, require that all leading principal submatrices of the Toeplitz matrix be nonsingular, and they are numerically unstable for general Toeplitz systems. We present a Schur-type algorithm with look-ahead that can be applied to general Toeplitz systems with singular and nonsingular, but ill-conditioned leading principal submatrices.

Citation Download Citation

Roland W. Freund "Look-ahead Schur-type algorithm for solving general Toeplitz systems", Proc. SPIE 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V, (28 October 1994); https://doi.org/10.1117/12.190860

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