Toeplitz Matrix: Difference between revisions

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== Parameters ==  
== Parameters ==  


n: number of variables and number of equations
$n$: number of variables and number of equations


m: number of nonzero entries in matrix
$m$: number of nonzero entries in matrix


k: ratio between largest and smallest eigenvalues
$k$: ratio between largest and smallest eigenvalues


== Table of Algorithms ==  
== Table of Algorithms ==  

Revision as of 08:18, 10 April 2023

Description

In this case, we restrict $A$ to be a Toeplitz matrix.

Related Problems

Generalizations: General Linear System

Related: Sparse Linear System, Positive Definite, Hermitian Matrix, Non-Definite, Symmetric Matrix, Vandermonde Matrix

Parameters

$n$: number of variables and number of equations

$m$: number of nonzero entries in matrix

$k$: ratio between largest and smallest eigenvalues

Table of Algorithms

Name Year Time Space Approximation Factor Model Reference
Gaussian-Jordan Elimination -150 $O(n^{3})$ $O(n^{2})$ Exact Deterministic
Levinson–Durbin recursion 1947 $O(n^{2})$ $O(n^{2})$ total Exact Deterministic Time
Bareiss Algorithm 1969 $O(n^{2})$ $O(n^{2})$ total Exact Deterministic Time

Time Complexity Graph

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Space Complexity Graph

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Time-Space Tradeoff

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References/Citation

https://en.wikipedia.org/wiki/Levinson_recursion