OPFILT (3sciport)

Solves Weiner-Levinson Toeplitz linear system

SYNOPSIS

  Call OPFILT( m, a, b, c, r )

ARGUMENTS

  m               Integer
                  The order of system of equations.

  a               Real vector.
                  An output vector of filter coefficients.

  b               Real vector.
                  An information auto-correlation vector.

  c               Real vector.
                  A scratch vector of length 2m.

  r               Real vector.
                  A signal auto-correlation vector.

DESCRIPTION

  A subroutine that computes the solution to the Weiner-Levinson system of
  linear equations Ta=b where T is a Toeplitz matrix in which elements are
  described by the following:

          t(i,j)=R(1+mod(m+j-1,m))
          for some vector R = < R(1), ..., R(m) >

  For equations and other information, see Volume 3: UNICOS Math and
  Scientific Library Reference Manual SR-2081 7.0, Cray Research, Inc.