Chan, Tony F.; Hansen, Per Christian A look-ahead Levinson algorithm for indefinite Toeplitz systems. (English) Zbl 0752.65020 SIAM J. Matrix Anal. Appl. 13, No. 2, 490-506 (1992). 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. Reviewer: S.Filippi (Gießen) Cited in 5 ReviewsCited in 15 Documents MSC: 65F05 Direct numerical methods for linear systems and matrix inversion 65F35 Numerical computation of matrix norms, conditioning, scaling Keywords:Levinson’s method; linear systems; symmetric indefinite Toeplitz matrices; condition estimation; numerical results PDF BibTeX XML Cite \textit{T. F. Chan} and \textit{P. C. Hansen}, SIAM J. Matrix Anal. Appl. 13, No. 2, 490--506 (1992; Zbl 0752.65020) Full Text: DOI