Module F04FEF in NAG

General Information

Solution of the Yule–Walker equations for real symmetric positive-definite Toeplitz matrix, one right-hand side

Usage

CALL F04FEF(N,T,X,WANTP,P,WANTV,V,VLAST,WORK,IFAIL)

Classification

D2b1b

Solution of systems of linear equations, including matrix inverses, and LU and related factorizations (real symmetric positive definite matrices)

Type

subroutine in NAG package (F04 sublibrary)

Language

Fortran

Availability

Proprietary, Portable