toeplitz matrix
in [Matlab]
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From: Matt J on 18 Feb 2010 22:13 "Bc " <bcortez23(a)gmail.com> wrote in message <hljqhm$k60$1(a)fred.mathworks.com>... > Hi Matt, > > To be clear, the vector being passed to the toeplitz function is something like: > > r = [0.2095 0.5811 0.2095 0 0 .... 0] and is of size 9216x1 > > which means that toeplitz returns me a 9216x9216 size matrix. I think this is sparse enough, but I can only create the toeplitz in my command windows using a zeros vector, and not in my .m file using the above vector. > > Also, what do you think about the Levison-Durbin method to solve it? I am not sure how to use it, but perhaps this is the only way. ================= I tried it using my interpMatrix tool and the speed I got (see below) is something I personally would be happy with. I haven't compared to the fft method, however, and I don't have a good recollection of Levinson Durbin to predict how it would fare... >> r = [0.2095 0.5811 0.2095]; >> tic; A=interpMatrix(r,1,9216,1); b=rand(size(A,1),1); x=A\b; toc Elapsed time is 0.031170 seconds. |