Posted by Graham French on February 05, 1998 at 10:10:48:
I have an equation of the form
h(i,j)=M(i,j,k,l)g(k,l)
where M is a symmetric semipositive definite block
Toeplitz matrix.
I need to either invert or solve for g iteratively in the
most efficient way possible. Can anyone suggest
a routine that they know of themselves or know of in the
NetLib repository (preferably in fortran).
I've heard of conjugate gradient and Levison algorithms, but
I can't find them
Many thanks