Accession Number:

ADA024059

Title:

A Numerical Comparison of Toeplitz Equation Solving Algorithms

Descriptive Note:

Final rept. Jul 1975-Apr 1976

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s):

Report Date:

1976-04-01

Pagination or Media Count:

20.0

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. IMSLs 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

Subject Categories:

  • Statistics and Probability
  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE