@article{M2AN_1995__29_2_123_0,
author = {Kazamarande, Evariste and Comon, Pierre},
title = {Stabilit\'e num\'erique de l'algorithme de Levinson},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Mod\'elisation Math\'ematique et Analyse Num\'erique},
volume = {29},
year = {1995},
pages = {123-170},
mrnumber = {1332479},
zbl = {0829.65030},
language = {fr},
url = {http://dml.mathdoc.fr/item/M2AN_1995__29_2_123_0}
}
Kazamarande, Evariste; Comon, Pierre. Stabilité numérique de l'algorithme de Levinson. ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 29 (1995) pp. 123-170. http://gdmltest.u-ga.fr/item/M2AN_1995__29_2_123_0/
[1] & , 1987, Analytical Finite Precision Results for Burg's Algorithm and the Autocorrelation Method for Linear Prediction, IEEE Trans. on ASSP, 35, n° 5, pp. 626-634.
[2] & , 1980, Asymptotically Fast Solution of Toeplitz and Related Systems of Linear Equations, Linear Algebra & Its Applications, 34, pp. 103-116. | MR 591427 | Zbl 0458.65018
[3] , 1991, « Errors Analysis of Least Squares Algorithms », NATO ASI Series, vol. F 70, Numerical Linear Algebra, Digital Signal Processing and Parallel Algorithms, Edited by G. H, Golub and P. Van Dooren, Springer-Verlag Berlin Heidelberg, pp. 41-73. | MR 1150058 | Zbl 0757.65047
[4] , 1974, « Computational Graphs and Rounding Error », SIAM J. Numer. Anal, vol. 11,p. 87-96. | MR 356482 | Zbl 0337.65028
[5] , 1985, « Stability of Methods for Solving Toeplitz Systems of Equations », SIAM J. Sci. Stat. Comput., vol. 6, n° 2, pp.349-364. | MR 779410 | Zbl 0569.65019
[6] , 1987, « The Weak and Strong Stability of Algorithms in Numerieal Linear Algebra », Linear Algebra & Its Applications, 88/89, pp.49-66. | MR 882440 | Zbl 0652.65032
[7] , 1991, « The weak Stability of Algorithms of Matrix Computations », NATO ASI Séries, vol. F 70, Numerical Linear Algebra Digital Signal Processing and Parallel Algorithms, Edited by G. H. Golub and P. Van Dooren, Springer-Verlag Berlin Heidelberg, pp. 429-433. | MR 1150074 | Zbl 0738.65011
[8a] , & , 1989, « The Strong Stability of Algorithms for solving Symmetric Linear Systems », SIAM J. Matr. Anal. Appl., vol. 10, n° 4, pp. 494-499. | MR 1016798 | Zbl 0687.65021
[8b] , & . 1993, « Qualitative Computing: elements of a theory for finite precision computation », Tech. report CERFACS TR/PA/93/12. Lecture Notes for the Workshop on Reliability of Computations, March 30-April 1, Toulouse.
[9] , 1980, « The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations», SIAM J. Sci. Stat. Comput., vol. 1, n°3, pp. 303-319. | MR 596026 | Zbl 0474.65026
[10] , 1989, Contribution à l'Etude de Méthodes de Contrôle Automatique de l'Erreur d'arrondi, la Méthodologie SCALP ; Thèse de Doctorat de l'INPG, Grenoble.
[11] & , 1983, Matrix Computations, John Hopkins University Press. | MR 733103
[12] , 1987, « An Introduction to Displacement Ranks and Related Fast Algorithms», Signal Processing, vol. XLV, Lacoume Durrani Stora Editors, Elsevier, pp. 705-780.
[13] & , 1989, « Fast Algorithm of Rational Hermite Approximation and Solution of Toeplitz Systems», IEEE Trans. on Circuits and Systems, vol. CAS-26, n° 9, pp. 750-755. | MR 549385 | Zbl 0416.65008
[14] , 1982, Essentials of Numerieal Analysis, Wiley. | MR 655251
[15] , « A New Algorithm for Solving Toeplitz Systems of Equations», Linear Algebra & Its Applications, 88/89, pp. 123-138. | MR 882445 | Zbl 0621.65014
[16] & , « A New Class of Parallel Algorithms for Solving Systems of Linear Equations», SIAM J. Sci. Stat. Comput., vol. 10, n°5, pp.880-912. | MR 1009545 | Zbl 0677.65021
[17] , & , 1978, « Inverse of Toeplitz Operators Innovations and Orthogonal Polynomials », SIAM Review, vol.20, n° 1, pp. 106-119. | MR 512865 | Zbl 0382.47013
[18] , 1975, « Linear Prédiction: A Tutorial Review», Proceeding of IEEE, vol.63, n° 4, pp.561-580.
[19] , 1966, Interval Analysis, Prentice-Hall, Englewood cliffs, NJ. | MR 231516 | Zbl 0176.13301
[20] , 1974, Floating Point Computation, Prentice-Hall, Englewood cliffs, NJ. | MR 349062
[21] , 1973, Introduction to Matrix Computations, Academic Press. | MR 458818 | Zbl 0302.65021
[22] , « Perturbation Theory for Evaluation Algorithms of Arithmetic Expressions », Math. Comput., vol. 37, n° 156, pp. 435-473. | MR 628707 | Zbl 0515.65039
[23] , 1964, « An Algorithm For the Inverson Finite Toeplitz Matrices», SIAM J. Applied Math., vol. 12, pp. 512-522. | MR 173681 | Zbl 0131.36002
[24], 1963, Rounding Errors in Algebraic Processes, Prentice-Hall, Englewood Cliffs, NJ. | MR 161456 | Zbl 1041.65502
[25] , 1965, The Algebraic Eigenvalue Problem, Oxford University Press, London | MR 184422 | Zbl 0258.65037
[26] , 1969, « Toeplitz Matrix Inversion : The Algorithm of W. F. Trench», Journal of the ACM, vol. 16, n° 4, pp. 592-601. | MR 247762 | Zbl 0194.18102
[27] , 1974, « The Solution of a Toeplitz set of Linear Equations », Journal of ACM, vol. 21, n° 1, pp. 272-276. | MR 343567 | Zbl 0276.65014
[28] & , 1992, « A Look-ahead Levinson Algorithm for Indefinite Toeplitz Systems », SIAM J. Matrix Anal. Appl., vol. 13, n° 2, pp. 490-506. | MR 1152765 | Zbl 0752.65020
[29] & , 1992, « Backward Error and Condition of Structured Linear Systems », SIAM J. Matrix Anal. Appl., vol. 13, n° 1, pp. 162-175. | MR 1146659 | Zbl 0747.65028
[30] , 1992, « A Schur Algorithm and Linearly Connected Processor Array for Toeplitz-plus-Hankel Matrices», IEEE Trans. on Signal Processing, vol. 40, n° 8, pp. 2065-2078. | Zbl 0756.65042