Corrigendum: Algorithm 729: FORTRAN subroutines for general Toeplitz systems
Per Christian Hansen, Tony Fan-Cheong Chan · ACM Transactions on Mathematical Software · 1994
This paper presents FORTRAN 77 implementations of the lookahead Levinson algorithm of Chan and Hansen (7, 8) for solving symmetric indefinite and general Toeplitz systems. The algorithms are numerically stable for all Toeplitz matrices that do not have many consecutive ill-conditioned leading principal submatrices, and also produce estimates of the algorithm and matrix condition numbers. In contrast, the classical Levinson algorithm is only guaranteed to be numerically stable for symmetric positive definite Toeplitz matrices, and no condition estimate is produced.