메뉴 건너뛰기




Volumn 26, Issue , 2007, Pages 243-269

Solving linear systems with a Levinson-like solver

Author keywords

Levinson; Levinson conform matrices; Look ahead; System solving; Yule Walker

Indexed keywords

ALGORITHMS; FACTORIZATION; LINEAR EQUATIONS; MATRIX ALGEBRA;

EID: 37649024046     PISSN: None     EISSN: 10689613     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (2)

References (32)
  • 2
    • 21444440987 scopus 로고    scopus 로고
    • Continuation methods for the computation of zeros of Szegö polynomials
    • G. S. AMMAR, D. CALVETTI, AND L. REICHEL, Continuation methods for the computation of zeros of Szegö polynomials, Linear Algebra Appl., 249 (1996), pp. 125-155.
    • (1996) Linear Algebra Appl , vol.249 , pp. 125-155
    • AMMAR, G.S.1    CALVETTI, D.2    REICHEL, L.3
  • 4
    • 0003362771 scopus 로고
    • Polynomial and Matrix Computations
    • Birkhäuser, Boston
    • D. A. BINI AND V. Y. PAN, Polynomial and Matrix Computations, vol. 1: Fundamental Algorithms, Birkhäuser, Boston, 1994.
    • (1994) Fundamental Algorithms , vol.1
    • BINI, D.A.1    PAN, V.Y.2
  • 5
    • 0039923684 scopus 로고
    • A parallel divide and conquer algorithm for the generalized real symmetric definite tridiagonal eigenproblem
    • L. Reichel, A. Ruttan, and R. S. Varga, eds, de Gruyter, Berlin
    • C. F. BORGES AND W. B. GRAGG, A parallel divide and conquer algorithm for the generalized real symmetric definite tridiagonal eigenproblem, in Numerical Linear Algebra and Scientific Computing, L. Reichel, A. Ruttan, and R. S. Varga, eds., de Gruyter, Berlin, 1993, pp. 11-29.
    • (1993) Numerical Linear Algebra and Scientific Computing , pp. 11-29
    • BORGES, C.F.1    GRAGG, W.B.2
  • 6
    • 0037114693 scopus 로고    scopus 로고
    • The restarted QR-algorithm for eigenvalue computation of structured matrices
    • D. CALVETTI, S. KIM, AND L. REICHEL, The restarted QR-algorithm for eigenvalue computation of structured matrices, J. Comput. Appl. Math., 149 (2002), pp. 415-422.
    • (2002) J. Comput. Appl. Math , vol.149 , pp. 415-422
    • CALVETTI, D.1    KIM, S.2    REICHEL, L.3
  • 7
    • 0000708139 scopus 로고
    • A look-ahead Levinson algorithm for indefinite Toeplitz systems
    • T. F. CHAN AND P. C. HANSEN, A look-ahead Levinson algorithm for indefinite Toeplitz systems, SIAM J. Matrix Anal. Appl., 13 (1992), pp. 490-506.
    • (1992) SIAM J. Matrix Anal. Appl , vol.13 , pp. 490-506
    • CHAN, T.F.1    HANSEN, P.C.2
  • 8
    • 1442333998 scopus 로고    scopus 로고
    • Fast and stable algorithms for banded plus semiseparable systems of linear equations
    • S. CHANDRASEKARAN AND M. GU, Fast and stable algorithms for banded plus semiseparable systems of linear equations, SIAM J. Matrix Anal. Appl., 25 (2003), pp. 373-384.
    • (2003) SIAM J. Matrix Anal. Appl , vol.25 , pp. 373-384
    • CHANDRASEKARAN, S.1    GU, M.2
  • 9
    • 0000659575 scopus 로고
    • A divide and conquer method for the symmetric tridiagonal eigenproblem
    • J. J. M. CUPPEN, A divide and conquer method for the symmetric tridiagonal eigenproblem, Numer. Math., 36 (1981), pp. 177-195.
    • (1981) Numer. Math , vol.36 , pp. 177-195
    • CUPPEN, J.J.M.1
  • 13
    • 0013378455 scopus 로고    scopus 로고
    • Fast recursive algorithm for a class of structured matrices
    • Y. EIDELMAN, Fast recursive algorithm for a class of structured matrices, Appl. Math. Lett., 13 (2000), pp. 57-62.
    • (2000) Appl. Math. Lett , vol.13 , pp. 57-62
    • EIDELMAN, Y.1
  • 14
    • 0031071241 scopus 로고    scopus 로고
    • Inversion formulas and linear complexity algorithm for diagonal plus semiseparable matrices
    • Y. EIDELMAN AND I. C. GOHBERG, Inversion formulas and linear complexity algorithm for diagonal plus semiseparable matrices, Comput. Math. Appl., 33 (1996), pp. 69-79.
    • (1996) Comput. Math. Appl , vol.33 , pp. 69-79
    • EIDELMAN, Y.1    GOHBERG, I.C.2
  • 15
    • 0032063701 scopus 로고    scopus 로고
    • A look-ahead block Schur algorithm for diagonal plus semiseparable matrices
    • _, A look-ahead block Schur algorithm for diagonal plus semiseparable matrices, Comput. Math. Appl., 35 (1997), pp. 25-34.
    • (1997) Comput. Math. Appl , vol.35 , pp. 25-34
    • EIDELMAN, Y.1    GOHBERG, I.C.2
  • 17
    • 0043198799 scopus 로고    scopus 로고
    • Fast inversion algorithms for a class of block structured matrices
    • _, Fast inversion algorithms for a class of block structured matrices, Contemp. Math., 281 (2001), pp. 17-38.
    • (2001) Contemp. Math , vol.281 , pp. 17-38
    • EIDELMAN, Y.1    GOHBERG, I.C.2
  • 18
    • 31244431952 scopus 로고    scopus 로고
    • A modification of the Dewilde-van der Veen method for inversion of finite structured matrices
    • _, A modification of the Dewilde-van der Veen method for inversion of finite structured matrices, Linear Algebra Appl., 343-344 (2002), pp. 419-450.
    • (2002) Linear Algebra Appl , vol.343-344 , pp. 419-450
    • EIDELMAN, Y.1    GOHBERG, I.C.2
  • 20
    • 0002759667 scopus 로고
    • Efficient solution of linear systems of equations with recursive structure
    • I. C. GOHBERG, T. KAILATH, AND I. KOLTRACHT, Efficient solution of linear systems of equations with recursive structure, Linear Algebra Appl., 80 (1986), pp. 81-113.
    • (1986) Linear Algebra Appl , vol.80 , pp. 81-113
    • GOHBERG, I.C.1    KAILATH, T.2    KOLTRACHT, I.3
  • 21
    • 0004236492 scopus 로고    scopus 로고
    • Third ed, The Johns Hopkins University Press, Baltimore
    • G. H. GOLUB AND C. F. VAN LOAN, Matrix Computations, Third ed., The Johns Hopkins University Press, Baltimore, 1996.
    • (1996) Matrix Computations
    • GOLUB, G.H.1    VAN LOAN, C.F.2
  • 23
    • 84990556194 scopus 로고
    • On the numerical solution of two-point boundary value problems
    • L. GREENGARD AND V. ROKHLIN, On the numerical solution of two-point boundary value problems, Comm. Pure Appl. Math., 44 (1991), pp. 419-452.
    • (1991) Comm. Pure Appl. Math , vol.44 , pp. 419-452
    • GREENGARD, L.1    ROKHLIN, V.2
  • 25
    • 0000413581 scopus 로고
    • The Wiener RMS error criterion in filter desing and prediction
    • N. LEVINSON, The Wiener RMS error criterion in filter desing and prediction, J. Math. Phys., 25 (1947), pp. 261-278.
    • (1947) J. Math. Phys , vol.25 , pp. 261-278
    • LEVINSON, N.1
  • 26
    • 0035583228 scopus 로고    scopus 로고
    • Fast and stable two-way algorithm for diagonal plus semi-separable systems of linear equations
    • N. MASTRONARDI, S. CHANDRASEKARAN, AND S. VAN HUFFEL, Fast and stable two-way algorithm for diagonal plus semi-separable systems of linear equations, Numer. Linear Algebra Appl., 8 (2001), pp. 7-12.
    • (2001) Numer. Linear Algebra Appl , vol.8 , pp. 7-12
    • MASTRONARDI, N.1    CHANDRASEKARAN, S.2    VAN HUFFEL, S.3
  • 27
    • 37649013326 scopus 로고    scopus 로고
    • N. MASTRONARDI.M. VAN BAREL, AND R. VANDEBRIL,ALevinson-like algorithm for symmetric positive definite semiseparable plus diagonal matrices, Tech. Rep. TW423, Department of Computer Science, Katholieke Universiteit Leuven, Celestijnenlaan 200A, 3000 Leuven (Heverlee), Belgium, Mar. 2005.
    • N. MASTRONARDI.M. VAN BAREL, AND R. VANDEBRIL,ALevinson-like algorithm for symmetric positive definite semiseparable plus diagonal matrices, Tech. Rep. TW423, Department of Computer Science, Katholieke Universiteit Leuven, Celestijnenlaan 200A, 3000 Leuven (Heverlee), Belgium, Mar. 2005.
  • 30
    • 1442314109 scopus 로고    scopus 로고
    • Two fast algorithms for solving diagonal-plus-semiseparable linear systems
    • E. VAN CAMP, N. MASTRONARDI, AND M. VAN BAREL, Two fast algorithms for solving diagonal-plus-semiseparable linear systems, J. Comput. Appl. Math., 164-165 (2004), pp. 731-747.
    • (2004) J. Comput. Appl. Math , vol.164-165 , pp. 731-747
    • VAN CAMP, E.1    MASTRONARDI, N.2    VAN BAREL, M.3
  • 31
    • 33748414673 scopus 로고    scopus 로고
    • A Levinson-like algorithm for symmetric strongly nonsingular higher order semiseparable plus band matrices
    • R. VANDEBRIL, N. MASTRONARDI, AND M. VAN BAREL, A Levinson-like algorithm for symmetric strongly nonsingular higher order semiseparable plus band matrices, J. Comput. Appl. Math., 198 (2007), pp. 75-97.
    • (2007) J. Comput. Appl. Math , vol.198 , pp. 75-97
    • VANDEBRIL, R.1    MASTRONARDI, N.2    VAN BAREL, M.3
  • 32
    • 26644435288 scopus 로고    scopus 로고
    • A note on the representation and definition of semiseparable matrices
    • R. VANDEBRIL, M. VAN BAREL, AND N. MASTRONARDI, A note on the representation and definition of semiseparable matrices, Numer. Linear Algebra Appl., 12 (2005), pp. 839-858.
    • (2005) Numer. Linear Algebra Appl , vol.12 , pp. 839-858
    • VANDEBRIL, R.1    VAN BAREL, M.2    MASTRONARDI, N.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.