spweda
Full Member level 3
The Levison-Durbin algorithm is a fast algorithm to solve a Toeplitz linear equation. However, it could be used only for a special Toeplitz equation. For a general case, Ta=b, where T is a Toeplitz matrix, what is the fast algorithm to find a? I remembered there was a similar Levison-Durbin algoritm for this genral case, but I forgot.