Levinson–Durbin recursion (Toeplitz Matrix Linear System)

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Time Complexity

$O(n^{2})$

Space Complexity

$O(n^{2})$ total words

(can be easily derived (lower bounded by input size, upper bounded by runtime))

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word RAM

Year

1947

Reference

https://onlinelibrary-wiley-com.ezproxy.canberra.edu.au/doi/abs/10.1002/sapm1946251261