I have implemented Levinson algorithm for toeplitz matrix by book: Blahut "Fast algorithms for digital signal processing". Book said - modification of this algorithm for Hermitian matrices is simple job. But I could not do it. How I can modify this algorithm for Hermitian Toeplitz matrix?
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Wikipedia has a comment about symmetry at the end of the following section of the description of the Levinson recursion algorithm:
http://en.wikipedia.org/wiki/Levinson_recursion#Introductory_steps
