function x=solveToepLevinson(ct,y) % Solving Toeplitz matrix equations with Levinson algorithm (vector) % % FUNCTION solveToepLevinson % % Author: Rui Yao % % Copyright (C) 2021, UChicago Argonne, LLC. All rights reserved. % % OPEN SOURCE LICENSE % % Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: % % 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. % 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. % 3. Neither the name of the copyright holder nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. % % % ****************************************************************************************************** % DISCLAIMER % % THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED % WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A % PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY % DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, % PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER % CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR % OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. % *************************************************************************************************** % % INPUT % ct - D*(2N-1) % y - D*N % % OUTPUT % x - solution to the equations % % overheadTag=tic; D=size(ct,1); % The dimension of the variables N=round((size(ct,2)+1)/2); % The size of the Toep matrix f=zeros(D,N); b=zeros(D,N); temp=zeros(D,N); x=zeros(D,N); epsf=zeros(D,1); epsb=zeros(D,1); epsx=zeros(D,1); alphaf=zeros(D,1); betaf=zeros(D,1); alphab=zeros(D,1); betab=zeros(D,1); % oh=toc(overheadTag); % disp(sprintf('Overhead=%10.8f s.',oh)); % mainTag=tic; f(:,1)=1./ct(:,N); b(:,end)=f(:,1); x(:,1)=y(:,1).*f(:,1); for k=2:N epsf(:)=sum(f(:,1:(k-1)).*ct(:,((N+k-1):-1:(N+1))),2); epsb(:)=sum(b(:,(N-k+2):N).*ct(:,((N-1):-1:(N-k+1))),2); epsx(:)=sum(x(:,1:(k-1)).*ct(:,((N+k-1):-1:(N+1))),2); alphaf(:)=1./(1-epsf.*epsb); betaf(:)=-epsf.*alphaf; alphab(:)=-epsb.*alphaf; betab(:)=alphaf; temp(:,1:(k-1))=f(:,1:(k-1)); f(:,1:k)=repmat(alphaf,1,k).*temp(:,1:k)+repmat(betaf,1,k).*b(:,(N-k+1):N); b(:,(N-k+1):N)=repmat(alphab,1,k).*temp(:,1:k)+repmat(betab,1,k).*b(:,(N-k+1):N); x(:,1:k)=x(:,1:k)+repmat((y(:,k)-epsx),1,k).*b(:,(N-k+1):N); end % mn=toc(mainTag); % disp(sprintf('Main=%10.8f s.',mn)); % disp(sprintf('xxxxx/=%10.8f ',oh/(oh+mn))); end