Toeplitz Matrix: Difference between revisions

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| [[Gaussian-Jordan Elimination (General Linear System; Positive Definite, Hermitian Matrix; Non-Definite, Symmetric Matrix; Toeplitz Matrix; Vandermonde Matrix Linear System)|Gaussian-Jordan Elimination]] || -150 || $O(n^{3})$ || $O(n^{2})$ || Exact || Deterministic || 
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| [[Levinson–Durbin recursion (Toeplitz Matrix Linear System)|Levinson–Durbin recursion]] || 1947 || $O(n^{2})$ || $O(n^{2})$ total || Exact || Deterministic || [https://onlinelibrary.wiley.com/doi/abs/10.1002/sapm1946251261 Time]
| [[Levinson–Durbin recursion (Toeplitz Matrix Linear System)|Levinson–Durbin recursion]] || 1947 || $O(n^{2})$ || $O(n^{2})$ total || Exact || Deterministic || [https://onlinelibrary.wiley.com/doi/abs/10.1002/sapm1946251261 Time]
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== Time Complexity graph ==  
== Time Complexity Graph ==  


[[File:Linear System - Toeplitz Matrix - Time.png|1000px]]
[[File:Linear System - Toeplitz Matrix - Time.png|1000px]]


== Space Complexity graph ==  
== Space Complexity Graph ==  


[[File:Linear System - Toeplitz Matrix - Space.png|1000px]]
[[File:Linear System - Toeplitz Matrix - Space.png|1000px]]


== Pareto Decades graph ==  
== Pareto Frontier Improvements Graph ==  


[[File:Linear System - Toeplitz Matrix - Pareto Frontier.png|1000px]]
[[File:Linear System - Toeplitz Matrix - Pareto Frontier.png|1000px]]

Revision as of 13:04, 15 February 2023

Description

In this case, we restrict $A$ to be a Toeplitz matrix.

Related Problems

Generalizations: General Linear System

Related: Sparse Linear System, Positive Definite, Hermitian Matrix, Non-Definite, Symmetric Matrix, Vandermonde Matrix

Parameters

n: number of variables and number of equations

m: number of nonzero entries in matrix

k: ratio between largest and smallest eigenvalues

Table of Algorithms

Name Year Time Space Approximation Factor Model Reference
Gaussian-Jordan Elimination -150 $O(n^{3})$ $O(n^{2})$ Exact Deterministic
Levinson–Durbin recursion 1947 $O(n^{2})$ $O(n^{2})$ total Exact Deterministic Time
Bareiss Algorithm 1969 $O(n^{2})$ $O(n^{2})$ total Exact Deterministic Time

Time Complexity Graph

Linear System - Toeplitz Matrix - Time.png

Space Complexity Graph

Linear System - Toeplitz Matrix - Space.png

Pareto Frontier Improvements Graph

Linear System - Toeplitz Matrix - Pareto Frontier.png

References/Citation

https://en.wikipedia.org/wiki/Levinson_recursion