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LEVINSON.OMS

Script File:
# Description:
# Solves a Toeplitz system of equations.
#
# Toeplitz matrix
T = {[1., .5, .25], [.5, 1., .5], [.25, .5, 1.] }
# vector that defines the Toeplitz matrix
# the diagonal of the matrix is automatically 1
# the last element of r is not used
r = {.5, .25, .125} 
# vector of right hand side values
b = {1., .5, .25} 
# solve the Toeplitz equation T * x = b
x = levinson(r, b) 
# note that T * x is equal to b
print "(T * x)' =", (T * x)'
print "b'       =", b'
	  

Output:
(T * x)' = [ 1 , 0.5 , 0.25 ] 
b'       = [ 1 , 0.5 , 0.25 ] 
	  


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