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A Levinson-like algorithm for symmetric strongly nonsingular higher order semiseparable plus band matrices |
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| Authors: | Raf Vandebril Nicola Mastronardi Marc Van Barel |
| Affiliation: | 1. K.U. Leuven, Dept. Computer Wetenschappen, Celestijnenlaan 200A, 3001 Heverlee (Leuven), Belgium;2. Istituto per le Applicazioni del Calcolo “M. Picone” sez. Bari, National Council of Italy, via G. Amendola 122/D, I-70126 Bari, Italy |
| Abstract: | In this paper, we will derive a solver for a symmetric strongly nonsingular higher order generator representable semiseparable plus band matrix. The solver we will derive is based on the Levinson algorithm, which is used for solving strongly nonsingular Toeplitz systems. |
| Keywords: | Yule&ndash Walker Levinson Higher order generator representable semiseparable matrices Band matrices Symmetric strongly nonsingular Upper triangular factorisation of the inverse |
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