% TOEP2_INVCY Computes the inverse matrix product of a Toeplitz % matrix and a vector. % % [INVB] = TOEP2_INVCY(ct,y) % % This function uses the modified Durbin-Levinson's algorithm to calculate % the inverse-matrix-product, i.e. inv(Q)*y, where Q is a strictly Toeplitz % matrix, and y is any vector of the same size as that of Q. % % Inputs: % ct = Top row of Toeplitz matrix, Q, of dimension {1 x N} % y = Column vector of dimension {N x 1} % % Output: % INVB = Returns the inverse-matrix product of inv(Q)*y % % % The computation is written in C code for execution of fast algorithm. % The origin of the fast algorithm is contributed by Y. Zhang % (2005) for the use in Gaussian Process Prior Models. % % % (C) Gaussian Process Toeplitz Toolbox 1.0 % (C) Copyright 2005-2007, Keith Neo % http://www.hamilton.ie