% TOEP2_TRACE Obtain the trace of an inverse Toeplitz matrix. % % [TR] = TOEP2_TRACE(ds,vn1,dt) % % This function uses the modified Durbin-Levinson's algorithm to calculate % the trace of inverse-matrix product, i.e.[inv(Q)*T], where that Q and T % are strictly Toeplitz matrix, with dt defined as the top row of T. The % component of Q is obtained from the function toep_logdet, returning ds % (vector) and vn1 (reflection coefficient) as its by-products. % % Inputs: % ds = Vector form for calculation % vs1 = Reflection coefficient for calculation % dt = Top row of Toeplitz matrix, T, of dimension {1 x N} % % Output: % TR = Returns the trace of inverse-matrix product, tr{inv(Q)*T} % % % 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