Block Levinson solver

版本 1.1.0.0 (1.7 KB) 作者: Tobin Fricke

Efficiently solve symmetric block Toeplitz matrix equations using Block Levinson recursion

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更新时间 2011/4/1

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BLOCK_LEVINSON(Y, L) solves the matrix equation T * x = y, where T is a symmetric matrix with block Toeplitz structure, and returns the solution vector x. The matrix T is never stored in full (because it is large and mostly redundant), so the input parameter L is actually the leftmost "block column" of T (the leftmost d columns where d is the block dimension).

By Keenan Pepper; uploaded with permission.

引用格式

Tobin Fricke (2024). Block Levinson solver (https://www.mathworks.com/matlabcentral/fileexchange/30931-block-levinson-solver), MATLAB Central File Exchange. 检索来源 2024/10/3.