Corrigendum: algorithm 729 FORTRAN subroutines for general Toeplitz systems

Per Christian Hansen, Tony F. Chan

Research output: Contribution to journalArticlepeer-review

Abstract

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.
Original languageEnglish
Pages (from-to)160
Number of pages1
JournalACM Transactions on Mathematical Software
Volume20
Issue number1
DOIs
StatePublished - 1994
Externally publishedYes

Keywords

  • FORTRAN (programming language)
  • Linear programming
  • Matrix algebra
  • Numerical analysis, Condition estimation
  • Levinsons algorithm
  • Toeplitz system, Algorithms

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