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.
Tobin Fricke (2020). Block Levinson solver (https://www.mathworks.com/matlabcentral/fileexchange/30931-block-levinson-solver), MATLAB Central File Exchange. Retrieved .
how can I solve the matrix equation T * x = y when T is a block Toeplitz matrix and asymmetric?
Hi, I'm currently working on a matlab routine where now I came to the problem of solving a matrix equatin A*x=b where A is a matrix with block-Toeplitz structure, but is not symmetric. I wondered if the code block_levinson can also be used to solve my problem. Or does anyone know in which way it has to be modified?
Thanks for your advice in advance, it will be very helpful.
Hi. I have modified your code to work when y has dimension nxm (ie, to solve several systems at once) in accordance with the usual b\A solver. I can send you the code to upload if you would like.
- Robert Rosenbaum
Added attribution to Keenan Pepper in the description.