Toeplitz solver

Toeplitz solver

[Z F]

Hello everybody,

Could someone suggest a (comprehendible) reference on Toeplitz
equations
solver for a general Toeplitz matrix. I am interested in fast methods
:)

Numerical recepies has a mistake in the ALGORITHM, and in the code, of
course. (The third edition has this old bug also). It addresses vector
indecies which are out of range. (look at eq 2.8.23 and 2.824, terms
with R_{m+1} and R_{-m-1} are out of range of the vector size)

And as to myself, I can not seem to trace were the problem happens.

Thanks a lot,

ZF

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Re: Toeplitz solver

[Tommy Nordgren]

On 1 nov 2007, at 06.06, Z F wrote:

> Hello everybody,
>
> Could someone suggest a (comprehendible) reference on Toeplitz
> equations
> solver for a general Toeplitz matrix. I am interested in fast methods
> :)
>
> Numerical recepies has a mistake in the ALGORITHM, and in the code, of
> course. (The third edition has this old bug also). It addresses vector
> indecies which are out of range. (look at eq 2.8.23 and 2.824, terms
> with R_{m+1} and R_{-m-1} are out of range of the vector size)
>
> And as to myself, I can not seem to trace were the problem happens.
>
> Thanks a lot,
>
> ZF
>
	Numerical Recipes adds an offset to pointers returned from  
allocation routines,
so that the useful lower index can be other than zero.
-------------------------------------
This sig is dedicated to the advancement of Nuclear Power
Tommy Nordgren
tommy.nordgren@comhem.se

Re: Toeplitz solver

[Z F]

--- Tommy Nordgren <tommy.nordgren@comhem.se> wrote:

> 
> On 1 nov 2007, at 06.06, Z F wrote:
> 
> > Hello everybody,
> >
> > Could someone suggest a (comprehendible) reference on Toeplitz
> > equations
> > solver for a general Toeplitz matrix. I am interested in fast
> methods
> > :)
> >
> > Numerical recepies has a mistake in the ALGORITHM, and in the code,
> of
> > course. (The third edition has this old bug also). It addresses
> vector
> > indecies which are out of range. (look at eq 2.8.23 and 2.824,
> terms
> > with R_{m+1} and R_{-m-1} are out of range of the vector size)
> >
> > And as to myself, I can not seem to trace were the problem happens.
> >
> > Thanks a lot,
> >
> > ZF
> >
> 	Numerical Recipes adds an offset to pointers returned from  
> allocation routines,
> so that the useful lower index can be other than zero.


THanks for the comment, I knew about that.

I also know what the problem was. The formulae are correct, but the
description of the iteration process is wrong. I have changed it and
it is going.. (If you want to know, NR says first find G and H and then
find X, where is one has to first find X and then G and H. See the
section on that in NR)

The question remains of there is a reference for a clear description
of N log N method to solve Toeplitz equations.

Thanks..

ZF

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