Hello I am looking for a _stable_ algorithm that performs better in terms of speed than the levinson-durbin recursive algorithm. Any suggestions? Thank you.
faster algorithm than levinson-durbin recursion
Started by ●September 8, 2005
Reply by ●September 9, 20052005-09-09
Lars Hansen wrote:> Hello > > I am looking for a _stable_ algorithm that performs better in terms of speed > than the levinson-durbin recursive algorithm. > > Any suggestions?The Levinson recursion solves an NxN system of equetaion in O(N^2) operations. There is a parallel version, named after Schur, that solves the same system in O(N) operations, but this requires N CPUs to be available and work in parallel. So basically you are left with the choise of using 1 CPU and use the Levinson recursion, or use N CPUs in parallel with the Schur algorithm. Rune