A Geometrical Approach of the Levinson Algorithm for Block Toeplitz Matrices
José Gregorio Marcano, María Dolores Morán · Statistics Optimization & Information Computing · 2019
In this paper we obtain a version of the Levinson algorithm for block Toeplitz matrices in an infinity dimensional setting from a geometrical approach. With this methodology we obtain a sequence of operators in the Levinson recurrences whose norms in geometric terms represent angles between subspaces. Additionally, under this geometric framework a LU decomposition for a block Toeplitz matrix is obtained.