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A look-ahead Levinson algorithm for indefinite Toeplitz systems. (English) Zbl 0752.65020

A numerical stable extension of Levinson’s method for the numerical solution of linear systems with symmetric indefinite Toeplitz matrices is derived. A reliable condition estimation and some numerical results are also given.

MSC:

65F05 Direct numerical methods for linear systems and matrix inversion
65F35 Numerical computation of matrix norms, conditioning, scaling
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