Computation of the condition number of a nonsingular symmetric toeplitz matrix with the Levinson-durbin algorithm.
Jacob BenestyTomas GänslerPublished in: IEEE Trans. Signal Process. (2006)
Keyphrases
- condition number
- learning algorithm
- computational complexity
- dynamic programming
- convergence rate
- objective function
- correlation matrix
- condition numbers
- numerical stability
- sparse matrix
- computationally efficient
- np hard
- optimal solution
- computationally intensive
- principal components
- matrix inversion
- optical flow
- sparse matrices