toeplz.txt

VB常用数值算法集1 VB常用数值算法集1

Sub TOEPLZ(R(), X(), Y(), N)
    NMAX = 100
    Dim G(100), H(100)
    If R(N) = 0# Then GoTo 99
    X(1) = Y(1) / R(N)
    If N = 1 Then Exit Sub
    G(1) = R(N - 1) / R(N)
    H(1) = R(N + 1) / R(N)
    For M = 1 To N
        M1 = M + 1
        SXN = -Y(M1)
        SD = -R(N)
        For J = 1 To M
            SXN = SXN + R(N + M1 - J) * X(J)
            SD = SD + R(N + M1 - J) * G(M - J + 1)
        Next J
        If SD = 0# Then GoTo 99
        X(M1) = SXN / SD
        For J = 1 To M
            X(J) = X(J) - X(M1) * G(M - J + 1)
        Next J
        If M1 = N Then Exit Sub
        SGN1 = -R(N - M1)
        SHN = -R(N + M1)
        SGD = -R(N)
        For J = 1 To M
            SGN1 = SGN1 + R(N + J - M1) * G(J)
            SHN = SHN + R(N + M1 - J) * H(J)
            SGD = SGD + R(N + J - M1) * H(M - J + 1)
        Next J
        If SD = 0# Or SGD = 0# Then GoTo 99
        G(M1) = SGN1 / SGD
        H(M1) = SHN / SD
        K = M
        M2 = (M + 1) / 2
        PP = G(M1)
        QQ = H(M1)
        For J = 1 To M2
            PT1 = G(J)
            PT2 = G(K)
            QT1 = H(J)
            QT2 = H(K)
            G(J) = PT1 - PP * QT2
            G(K) = PT2 - PP * QT1
            H(J) = QT1 - QQ * PT2
            H(K) = QT2 - QQ * PT1
            K = K - 1
        Next J
    Next M
    Print "Never get here"
99  Print "Levinson method fails: singular principal minor"
End Sub