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Block Levinson solver

version 1.1.0.0 (1.7 KB) by Tobin Fricke
Efficiently solve symmetric block Toeplitz matrix equations using Block Levinson recursion

1.1K Downloads

Updated 1 Apr 2011

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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.

Cite As

Tobin Fricke (2022). Block Levinson solver (https://www.mathworks.com/matlabcentral/fileexchange/30931-block-levinson-solver), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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