A Geometrical Approach of the Levinson Algorithm for Block Toeplitz Matrices
Abstract
In this paper we obtain a version of the Levinson algorithm for block Toeplitz matrices in an infinity dimensional setting from a geometrical approach. With this methodology we obtain a sequence of operators in the Levinson recurrences whose norms in geometric terms represent angles between subspaces. Additionally, under this geometric framework a LU decomposition for a block Toeplitz matrix is obtained.References
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