TOEPSOL Function (PV-WAVE Extreme Advantage)

Signal Processing Toolkit User Guide > Reference (Q to Z) > TOEPSOL Function (PV-WAVE Extreme Advantage)

Solves symmetric Toeplitz linear equations using Levinson’s algorithm.

Usage

result = TOEPSOL(r, b)

Input Parameters

r—The first row of the Toeplitz matrix.

b—The right-hand side of a linear equation.

Returned Value

result—An array containing the solution of the linear equation.

Keywords

None.

Discussion

Given the first row of the Toeplitz matrix:

and the right hand side array b = [b(0), b(1), ..., b(m)]T, TOEPSOL is a fast algorithm for solving the linear equation

Rx = b

for the array x.

note	TOEPSOL is for symmetric, positive, definite matrices only.

Example

TOEPSOL is one of a suite of functions (JURYRC, LEVCORR, LEVDURB, and TOEPSOL) used to solve Toeplitz linear equations and factorization problems. For an example demonstrating the use of TOEPSOL, see the description of JURYRC ( JURYRC Procedure).

For Additional Information

Proakis and Manolakis, 1992.

Roberts and Mullis 1987.

Version 2017.0