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单词 Levinson algorithm
释义

Levinson algorithm

英语百科

Levinson recursion

(重定向自Levinson algorithm)

Levinson recursion or Levinson–Durbin recursion is a procedure in linear algebra to recursively calculate the solution to an equation involving a Toeplitz matrix. The algorithm runs in Θ(n) time, which is a strong improvement over Gauss–Jordan elimination, which runs in Θ(n).

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