% TOEP2_LOGDET Computes the log-determinant and obtain the % reflection coefficient for calculation of inverse-trace. % % [LOGDET,DS,VN1] = TOEP2_LOGDET(ct) % % This function uses the modified Durbin-Levinson's algorithm to calculate % the log-determinant of Q, where that Q is a strictly Toeplitz matrix. It % also returns a vector and a scalar (reflection coefficient) for later % calculation of . % % Input: % ct = Top row of Toeplitz matrix, Q, of dimension {1 x N} % % Outputs: % LOGDET = Log-determinant of Toeplitz matrix Q % DS = Vector form for calculation % VN1 = Reflection coefficient for calculation % % % 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