This paper presents FORTRAN 77 implementations of the lookahead Levinson algorithm of Chan and Hansen for solving symmetric indefinite and general Toeplitz systems. The algorithms are numerically stable for all Toeplitz matrices that do not have many consecutive ill-conditioned leading principal submatrices, and also produce estimates of the algorithm and matrix condition numbers.
- FORTRAN (programming language)
- Linear programming
- Matrix algebra
- Numerical analysis, Condition estimation
- Levinsons algorithm
- Toeplitz system, Algorithms