Stability of Bareiss algorithm

Adam W. Bojanczyk; Richard P. Brent; F. R. de Hoog

doi:10.1117/12.49809

1 December 1991 Stability of Bareiss algorithm

Adam W. Bojanczyk, Richard P. Brent, F. R. de Hoog

Proceedings Volume 1566, Advanced Signal Processing Algorithms, Architectures, and Implementations II; (1991) https://doi.org/10.1117/12.49809
Event: San Diego, '91, 1991, San Diego, CA, United States

Abstract

In this paper, we present a numerical stability analysis of Bareiss algorithm for solving a symmetric positive definite Toeplitz system of linear equations. We also compare Bareiss algorithm with Levinson algorithm and conclude that the former has superior numerical properties.

Citation Download Citation

Adam W. Bojanczyk, Richard P. Brent, and F. R. de Hoog "Stability of Bareiss algorithm", Proc. SPIE 1566, Advanced Signal Processing Algorithms, Architectures, and Implementations II, (1 December 1991); https://doi.org/10.1117/12.49809

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