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
Hauptverfasser: Bistritz, Yuval, Dekel, Idan
Format: Artikel
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.
ISSN:0018-9448
1557-9654
DOI:10.1109/TIT.2024.3364574