Hello,

Could be a solver for Linear System of Equation A x = b where A is a Toeplitz Matrix be added to the solvers?

This happens a lot in the world of Signal / Image Processing world and it can be solved in O(n ^ 2) instead of O(n ^ 3) using Levinson Recursion.

One could also create an efficient decomposition for such matrices.

If such algorithm will be implemented I will be able to test it (Do the QA) against a MATLAB implementation I created (Also could share it if needed).

Thank You.

It should be easy to adapt your MatLab code to Eigen, so sharing it might be a good start.

Hi,

I would be happy to share it as soon as I get home.

If you guide me through it, I would be happy to do it.

Thank You.

Hi,

I shared Levinson Recursion on GitHub.

Anyone would like to guide me on this?

Thank You.

Hi all,

Using the circulant matrix example I've written a Toeplitz Matrix class. I'd like to finish the work and add a solver. I don't see an example in the documentation. Does anyone have a good suggestion for a starting point?

Thanks,
Ian

Have a look here:

https://github.com/RoyiAvital/Projects/ ... nRecursion

You'll see a MATLAB Implementation of the solver.

Here is a C Code:

https://github.com/RoyiAvital/Projects/ ... Matrix.cpp

Here is a MATLAB code:

https://github.com/RoyiAvital/Projects/ ... ecursion.m

If you need any assistance with understanding of the algorithms, let me know.

Sorry, should have been more clear. I have an implementation of the solver. What I am finding less obvious is how to create an Eigen solver for my Toeplitz matrix class. There is no simple example for that.