#include <math.h>
#include "toeplitz.h"
Go to the source code of this file.
Functions | |
void | toeplitz_gershgorin (const T *t, unsigned int n, T *low, T *up) |
void | toeplitz_mult (int n, const T *t, const T *x, T *y) |
void | levinson (unsigned int n, T td, const T *t0, const T *b0, T *x) |
Definition in file toeplitz.c.
void levinson | ( | unsigned int | n, | |
T | td, | |||
const T * | t0, | |||
const T * | b0, | |||
T * | x | |||
) |
Solve system toeplitz(r0) * x = b0 where r0 defines a symmetric positive-definite Toeplitz matrix.
n | Size of r0, b0 and x vectors. | |
td | Main diagonal element of the symmetric Toeplitz matrix. | |
t0 | Rest of the symmetric Toeplitz matrix data in vector form. | |
b0 | Right-hand side vector data. | |
x | Result vector. |
Definition at line 97 of file toeplitz.c.
void toeplitz_gershgorin | ( | const T * | t, | |
unsigned int | n, | |||
T * | low, | |||
T * | up | |||
) |
Calculate Gershgorin disc for a given Toeplitz symmetric matrix.
t | Vector defining a symmetric Toeplitz matrix. | |
n | Size of vector t. | |
low | Lower bound of the Gershgorin disc interval. | |
up | Upper bound of the Gershgorin disc interval. |
Definition at line 42 of file toeplitz.c.
void toeplitz_mult | ( | int | n, | |
const T * | t, | |||
const T * | x, | |||
T * | y | |||
) |
Calculate y = toeplitz(t) * x matrix-vector product where t is in vector form.
n | Size of t and x, y vectors. | |
t | Data of the symmetric Toeplitz matrix in vector form. | |
x | Data of the input vector. | |
y | Data of the destination vector. Will be overwritten with the result. |
Definition at line 70 of file toeplitz.c.