Integer Levinson Algorithm for the Inversion of any Nonsingular Hermitian Toeplitz Matrix
This paper presents an integer preserving (IP) version of the Levinson algorithm to solve a normal set of equations for a Hermitian Toeplitz matrix with any singularity profile. The IP property means that for a matrix with integer entries, the algorithm can be completed over the integer solely by us...
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Veröffentlicht in: | IEEE transactions on information theory 2024-04, Vol.70 (4), p.1-1 |
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Sprache: | eng |
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Zusammenfassung: | This paper presents an integer preserving (IP) version of the Levinson algorithm to solve a normal set of equations for a Hermitian Toeplitz matrix with any singularity profile. The IP property means that for a matrix with integer entries, the algorithm can be completed over the integer solely by using a ring of integer operations. The IP algorithm provides remedies for unpredictable numerical outcomes when a corresponding floating-point (FP) Levinson algorithm either overlooks zero principal minors (PMs) or applies a singularity skipping routine to a PM that is considered erroneously to be zero. The error-free computational edge of integer arithmetic is also applicable to a non-integer Toeplitz matrix by first scaling it up to an acceptably accurate integer matrix. The proposed algorithm can also be used to obtain the inverse of a nonsingular Hermitian Toeplitz matrix (with any singularity profile) by one of two proposed IP Gohberg-Semencul type inversion formulas. |
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ISSN: | 0018-9448 1557-9654 |
DOI: | 10.1109/TIT.2024.3364574 |