https://github.com/cran/ltsa
Revision d1a312e52f8273b90b43b27e3e97d500010fb403 authored by A.I. McLeod on 30 October 2007, 16:55:48 UTC, committed by cran-robot on 30 October 2007, 16:55:48 UTC
0 parent
Tip revision: d1a312e52f8273b90b43b27e3e97d500010fb403 authored by A.I. McLeod on 30 October 2007, 16:55:48 UTC
version 1.0
version 1.0
Tip revision: d1a312e
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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