https://github.com/cran/ltsa
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Tip revision: d4bb25ff74f1d6a70bf1c395dd2775e1304672b0 authored by A.I. McLeod on 30 November 2010, 00:00:00 UTC
version 1.4
Tip revision: d4bb25f
trenchInv.c
// Computing the inverse of a positive-definite Toeplitz matrix
// using the Trench algorithm

#include "trenchR.h"

int trenchInv(double *r,int n,double **b,double *v,double EPS)  
{
	double sigsq;
	int fault; 
	VECTOR fi;
	
	fi = Vector(n-1);
	fault = durlev (r,n,fi,v,&sigsq,EPS);
	
	if (fault != 0)
	{
		return fault;
		free_vector(fi);
	}

	v = Vector(n);
	upperWedge(fi,sigsq,n,b);
	
	free_vector(fi);

	return 0;
}








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