A Numerical Comparison of Toeplitz Equation Solving Algorithms

Abstract

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. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1976
Accession Number
ADA024059

Entities

People

  • Edison L. Bell
  • Richard Franke

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Autocorrelation
  • California
  • Classification
  • Coefficients
  • Data Sets
  • Electrical Engineering
  • Elimination
  • Engineering
  • Equations
  • Integral Equations
  • Mathematics
  • Precision
  • Security
  • Standards
  • Storage

Readers

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  • Linear Algebra
  • Systems Analysis and Design