TOEPLITZ-HANKEL: Octave functions to work with Toeplitz, Hankel matrices

Dirk Laurie ()

Octave codes

Abstract: I have coded the standard Durbin and Trench algorithms for solving Toeplitz systems and inverting Toeplitz matrices respectively, but generalized to the unsymmetric case. The calling protocol provides for the symmetric case, but the code does not actually exploit it (the savings would be only 33%, and this routine is not going to be really fast unless someone makes an .oct version of it.) The corresponding problems involving Hankel matrices are handled by the obvious row and column reversal.

Language: Octave
Requires: Octave
Date: 2000-08-14
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bococt/invtoep.m program code (text/plain)
Our link check indicates that this URL is bad, the error code is: 404 Not Found
http://fmwww.bc.edu/repec/bococt/solvtoep.m program code (text/plain)
Our link check indicates that this URL is bad, the error code is: 404 Not Found
http://fmwww.bc.edu/repec/bococt/invhank.m program code (text/plain)
Our link check indicates that this URL is bad, the error code is: 404 Not Found
http://fmwww.bc.edu/repec/bococt/solvhank.m program code (text/plain)
Our link check indicates that this URL is bad, the error code is: 404 Not Found

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cod:octave:c090905

Access Statistics for this software item

More software in Octave codes
Bibliographic data for series maintained by ().