A numerical comparison of Toeplitz equation solving algorithms

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May 22, 2020 | History

A numerical comparison of Toeplitz equation solving algorithms

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.

Publish Date
Language
English
Pages
12

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Edition 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.

The Physical Object

Pagination
12 p. ;
Number of pages
12

Edition Identifiers

Open Library
OL25461523M
Internet Archive
numericalcompari00bell
OCLC/WorldCat
428125355

Work Identifiers

Work ID
OL16835621W

Source records

Internet Archive item record

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May 22, 2020 Edited by CoverBot Added new cover
July 24, 2014 Created by ImportBot Imported from Internet Archive item record