Symmetric block Toeplitz solver
"Keenan Pepper" <[email protected]> Sun, 23 Dec 2007 18:38:33 -0500
| Newsgroups | gmane.comp.gnu.octave.sources |
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| Message-ID | <[email protected]> |
------=_Part_1400_23121806.1198453113579 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 7bit Content-Disposition: inline The attached function solves equations involving symmetric block Toeplitz matrices. It uses a block version of Levinson-Durbin recursion. I needed it for computing multiple-input-channel Wiener filters; maybe someone else will find it useful. Keenan Pepper ------=_Part_1400_23121806.1198453113579 Content-Type: text/x-objcsrc; name=block_levinson.m Content-Transfer-Encoding: base64 X-Attachment-Id: f_fak7vyta0 Content-Disposition: attachment; filename=block_levinson.m ZnVuY3Rpb24geCA9IGJsb2NrX2xldmluc29uKHksIEwpCiVCTE9DS19MRVZJTlNPTiBCbG9jayBM ZXZpbnNvbiByZWN1cnNpb24gZm9yIGVmZmljaWVudGx5IHNvbHZpbmcgCiVzeW1tZXRyaWMgYmxv Y2sgVG9lcGxpdHogbWF0cml4IGVxdWF0aW9ucy4KJSAgIEJMT0NLX0xFVklOU09OKFksIEwpIHNv bHZlcyB0aGUgbWF0cml4IGVxdWF0aW9uIFQgKiB4ID0geSwgd2hlcmUgVCAKJSAgIGlzIGEgc3lt bWV0cmljIG1hdHJpeCB3aXRoIGJsb2NrIFRvZXBsaXR6IHN0cnVjdHVyZSwgYW5kIHJldHVybnMg dGhlIAolICAgc29sdXRpb24gdmVjdG9yIHguIFRoZSBtYXRyaXggVCBpcyBuZXZlciBzdG9yZWQg aW4gZnVsbCAoYmVjYXVzZSBpdCAKJSAgIGlzIGxhcmdlIGFuZCBtb3N0bHkgcmVkdW5kYW50KSwg c28gdGhlIGlucHV0IHBhcmFtZXRlciBMIGlzIGFjdHVhbGx5IAolICAgdGhlIGxlZnRtb3N0ICJi bG9jayBjb2x1bW4iIG9mIFQgKHRoZSBsZWZ0bW9zdCBkIGNvbHVtbnMgd2hlcmUgZCBpcyAKJSAg IHRoZSBibG9jayBkaW1lbnNpb24pLgoKJSAgIEF1dGhvcjogS2VlbmFuIFBlcHBlcgolICAgTGFz dCBtb2RpZmllZDogMjAwNy0xMi0yMwoKJSAgIFJlZmVyZW5jZXM6CiUgICAgIFsxXSBBa2Fpa2Us IEhpcm90dWd1ICgxOTczKS4gIkJsb2NrIFRvZXBsaXR6IE1hdHJpeCBJbnZlcnNpb24iLgolICAg ICBTSUFNIEouIEFwcGwuIE1hdGguIDI0ICgyKTogMjM0LTI0MQoKcyA9IHNpemUoTCk7CmQgPSBz KDIpOyAgICAgICAgICAgICAgICAgJSBCbG9jayBkaW1lbnNpb24KTiA9IHMoMSkgLyBkOyAgICAg ICAgICAgICAlIE51bWJlciBvZiBibG9ja3MKCkIgPSByZXNoYXBlKEwsIFtkLE4sZF0pOyAgJSBU aGlzIGlzIGp1c3QgdG8gZ2V0IHRoZSBib3R0b20gYmxvY2sgcm93IEIKQiA9IHBlcm11dGUoQiwg WzEsMywyXSk7ICAlIGZyb20gdGhlIGxlZnQgYmxvY2sgY29sdW1uIEwKQiA9IGZsaXBkaW0oQiwg Myk7CkIgPSByZXNoYXBlKEIsIFtkLE4qZF0pOwoKZiA9IEwoMTpkLDopXi0xOyAgICAgICAgICAl ICJGb3J3YXJkIiBibG9jayB2ZWN0b3IKYiA9IGY7ICAgICAgICAgICAgICAgICAgICAlICJCYWNr d2FyZCIgYmxvY2sgdmVjdG9yCnggPSBmICogeSgxOmQpOyAgICAgICAgICAgJSBTb2x1dGlvbiB2 ZWN0b3IKCmZvciBuID0gMjpOCiAgICBlZiA9IEIoOiwoTi1uKSpkKzE6TipkKSAqIFtmO3plcm9z KGQpXTsKICAgIGViID0gTCgxOm4qZCw6KScgKiBbemVyb3MoZCk7Yl07CiAgICBleCA9IEIoOiwo Ti1uKSpkKzE6TipkKSAqIFt4O3plcm9zKGQsMSldOwogICAgQSA9IFtleWUoZCksZWI7ZWYsZXll KGQpXV4tMTsKICAgIGZuID0gW1tmO3plcm9zKGQpXSxbemVyb3MoZCk7Yl1dICogQSg6LDE6ZCk7 CiAgICBibiA9IFtbZjt6ZXJvcyhkKV0sW3plcm9zKGQpO2JdXSAqIEEoOixkKzE6ZW5kKTsKICAg IGYgPSBmbjsKICAgIGIgPSBibjsKICAgIHggPSBbeDt6ZXJvcyhkLDEpXSArIGIgKiAoeSgobi0x KSpkKzE6bipkKSAtIGV4KTsKZW5kCg== ------=_Part_1400_23121806.1198453113579 Content-Type: text/plain; charset="us-ascii" MIME-Version: 1.0 Content-Transfer-Encoding: 7bit Content-Disposition: inline _______________________________________________ Octave-sources mailing list [email protected] https://www.cae.wisc.edu/mailman/listinfo/octave-sources ------=_Part_1400_23121806.1198453113579--