A numerical comparison of Toeplitz equation solving algorithms
By: Edison L. Bell and Richard Franke
Contributors: Franke, Richard; Naval Postgraduate School (U.S.)
Published: 1976
Language: eng
Number of pages: 12
Subjects: Linear operators; Numerical analysis; Matrices; Data processing; Toeplitz operators
Description: This report presents the results of a test of the numerical accuracy of some Toeplitz equation-solving algorithms. A typical autocorrelation function of signal plus noise was used to form the Toeplitz coefficient matrix. Thirty separate data sets of systems of order 4 through 128 were formed, and the resulting equations were solved by each of four different algorithms. IMSL's LEQT1F Gauss elimination procedure, run in double precision, was used as the standard for comparison of accuracies. The results show that the Levinson algorithm is to be recommended for small (order 16) systems to which it is applicable. Otherwise, the algorithm of choice is the Bareiss algorithm.
Notes: Title from cover.

"NPS-53Fe76041"--Cover.

"April 1976"--Cover.

Includes bibliographical references (p. 11)

"Approved for public release; distribution is unlimited"--Cover.

Technical report; 1976.

ck/ 7/30/09.