IDEAS home Printed from https://ideas.repec.org/c/cod/octave/c090905.html
 

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

Author

Listed:
  • Dirk Laurie

Programming Language

Octave

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.

Suggested Citation

  • Dirk Laurie, 2000. "TOEPLITZ-HANKEL: Octave functions to work with Toeplitz, Hankel matrices," Octave codes C090905, .
    • Handle: RePEc:cod:octave:c090905
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bococt/invtoep.m
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bococt/solvtoep.m
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bococt/invhank.m
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bococt/solvhank.m
    File Function: program code
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Octave;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cod:octave:c090905. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.