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- Levinson_recursion abstract "Levinson recursion or Levinson–Durbin recursion is a procedure in linear algebra to recursively calculate the solution to an equation involving a Toeplitz matrix. The algorithm runs in Θ(n2) time, which is a strong improvement over Gauss–Jordan elimination, which runs in Θ(n3). The Levinson-Durbin algorithm was proposed first by Norman Levinson in 1947, improved by James Durbin in 1960, and subsequently improved to 4n2 and then 3n2 multiplications by W. F. Trench and S. Zohar, respectively.Other methods to process data include Schur decomposition and Cholesky decomposition. In comparison to these, Levinson recursion (particularly Split-Levinson recursion) tends to be faster computationally, but more sensitive to computational inaccuracies like round-off errors.The Bareiss algorithm for Toeplitz matrices (not to be confused with the general Bareiss algorithm) runs about as fast as Levinson recursion, but it uses O(n2) space, whereas Levinson recursion uses only O(n) space. The Bareiss algorithm, though, is numerically stable, whereas Levinson recursion is at best only weakly stable (i.e. it exhibits numerical stability for well-conditioned linear systems).Newer algorithms, called asymptotically fast or sometimes superfast Toeplitz algorithms, can solve in Θ(n logpn) for various p (e.g. p = 2, p = 3 ). Levinson recursion remains popular for several reasons; for one, it is relatively easy to understand in comparison; for another, it can be faster than a superfast algorithm for small n (usually n < 256).".
- Levinson_recursion wikiPageExternalLink index.html?pg=96.
- Levinson_recursion wikiPageExternalLink RLE-TR-538-20174000.pdf.
- Levinson_recursion wikiPageExternalLink isbn9512269473.pdf.
- Levinson_recursion wikiPageExternalLink 0906025.pdf.
- Levinson_recursion wikiPageExternalLink GetabsServlet?prog=normal&id=SJNAAM000030000005001498000001&idtype=cvips&gifs=yes.
- Levinson_recursion wikiPageExternalLink fgdp_07.pdf.
- Levinson_recursion wikiPageExternalLink Levinson_recursion..
- Levinson_recursion wikiPageID "219847".
- Levinson_recursion wikiPageRevisionID "593946026".
- Levinson_recursion comments "This page appears to have been copied in its entirety here: http://www.nethelper.com.au/article/Levinson_recursion. The entire NetHelper site seems to be largely or possibly entirely generated by trawling Wikipedia for content. The smoking gun is the failure of the Nethelper site to properly format mathematical symbols and other similar content.".
- Levinson_recursion hasPhotoCollection Levinson_recursion.
- Levinson_recursion title ""Nethelper"".
- Levinson_recursion subject Category:Matrices.
- Levinson_recursion subject Category:Numerical_analysis.
- Levinson_recursion type Abstraction100002137.
- Levinson_recursion type Arrangement107938773.
- Levinson_recursion type Array107939382.
- Levinson_recursion type Group100031264.
- Levinson_recursion type Matrices.
- Levinson_recursion type Matrix108267640.
- Levinson_recursion comment "Levinson recursion or Levinson–Durbin recursion is a procedure in linear algebra to recursively calculate the solution to an equation involving a Toeplitz matrix. The algorithm runs in Θ(n2) time, which is a strong improvement over Gauss–Jordan elimination, which runs in Θ(n3). The Levinson-Durbin algorithm was proposed first by Norman Levinson in 1947, improved by James Durbin in 1960, and subsequently improved to 4n2 and then 3n2 multiplications by W. F. Trench and S.".
- Levinson_recursion label "Algoritmo de Levinson".
- Levinson_recursion label "Levinson recursion".
- Levinson_recursion sameAs Algoritmo_de_Levinson.
- Levinson_recursion sameAs m.01g3_c.
- Levinson_recursion sameAs Q11679774.
- Levinson_recursion sameAs Q11679774.
- Levinson_recursion sameAs Levinson_recursion.
- Levinson_recursion wasDerivedFrom Levinson_recursion?oldid=593946026.
- Levinson_recursion isPrimaryTopicOf Levinson_recursion.