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Classic two-step Durbin-type and Levinson-type algorithms for skew-symmetric Toeplitz matrices

Authors: 
Iyad T. Abu-Jeib
Journal Name: 
Can. Appl. Math. Q.
Volume: 
12
Issue: 
3
Pages From: 
1
To: 
17
Date: 
Thursday, July 1, 2004
Keywords: 
skew-symmetric Toeplitz matrix; Levinson algorithm; Durbin algorithm; skew-centrosymmetric
Abstract: 
We present efficient classic two-step Durbin-type and Levinson-type algorithms for even order skew-symmetric Toeplitz matrices.
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