Stability analysis of fast Toeplitz linear system solvers
126. A. W. Bojanczyk, R. P. Brent and F. R. de Hoog,
Stability analysis of fast Toeplitz linear system solvers,
Report CMA-MR17-91, CMA, ANU, August 1991, 18 pp.
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Abstract
We present a numerical stability analysis of the Bareiss and Levinson
algorithms for solving a symmetric positive definite Toeplitz system
of linear equations.
Comments
For a revision, see [144].
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