Looking for Lapack equivalent of Matlab's levinson function

Open discussion regarding features, bugs, issues, vendors, etc.

Looking for Lapack equivalent of Matlab's levinson function

Postby dtran11 » Thu Aug 27, 2009 2:37 pm

Hi,

I need to convert Matlab's levinson function to C. Does anyone know of a way to
do this in Lapack or blas?

Thank you
dtran11
 
Posts: 1
Joined: Thu Aug 27, 2009 2:35 pm

Re: Looking for Lapack equivalent of Matlab's levinson function

Postby sven » Fri Aug 28, 2009 5:17 am

I am not familiar with MATLAB's levinson function, but I presume it is part of one of their toolboxes and solves the symmetric positive-definite Toeplitz equation? If so, I am afraid that there are no routines in LAPACK specialized for such equations. Maybe a google search would reveal a suitable solver?

There was a paper "FORTRAN subroutines for general Toeplitz systems" published in TOMS by Per Christian Hansen and Tony Chan in 1992, with a corrigendum in 1994:

C ALGORITHM 729, COLLECTED ALGORITHMS FROM ACM.
C THIS WORK PUBLISHED IN TRANSACTIONS ON MATHEMATICAL SOFTWARE,
C VOL. 20, NO. 1, MARCH, 1994, P. 160.

The software is available from netlib, but, of course, it is in Fortran.

Sven Hammarling.
sven
 
Posts: 144
Joined: Wed Dec 22, 2004 4:28 am


Return to User Discussion

Who is online

Users browsing this forum: Google [Bot], Yahoo [Bot] and 2 guests