Posted by Shilpa Singhal on February 05, 1998 at 14:14:11:
In Reply to: Solving a Toeplitz matrix equation posted by Graham French on February 05, 1998 at 10:10:48:
: I have an equation of the form
: 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
The best way to find something like this at Netlib
is to use Netlib search engine. When I entered in
"Solving a Toeplitz matrix equation " and
"Conjugate gradient and Levison algorithms" , I got quite
a few hits'`, but I am unsure if any of the packages
are suitable for your needs....
Hope this helps !