toeplz.c

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#define NRANSI
#include "nrutil.h"
#define FREERETURN {free_vector(h,1,n);free_vector(g,1,n);return;}

void toeplz(float r[], float x[], float y[], int n)
{
	int j,k,m,m1,m2;
	float pp,pt1,pt2,qq,qt1,qt2,sd,sgd,sgn,shn,sxn;
	float *g,*h;

	if (r[n] == 0.0) nrerror("toeplz-1 singular principal minor");
	g=vector(1,n);
	h=vector(1,n);
	x[1]=y[1]/r[n];
	if (n == 1) FREERETURN
	g[1]=r[n-1]/r[n];
	h[1]=r[n+1]/r[n];
	for (m=1;m<=n;m++) {
		m1=m+1;
		sxn = -y[m1];
		sd = -r[n];
		for (j=1;j<=m;j++) {
			sxn += r[n+m1-j]*x[j];
			sd += r[n+m1-j]*g[m-j+1];
		}
		if (sd == 0.0) nrerror("toeplz-2 singular principal minor");
		x[m1]=sxn/sd;
		for (j=1;j<=m;j++) x[j] -= x[m1]*g[m-j+1];
		if (m1 == n) FREERETURN
		sgn = -r[n-m1];
		shn = -r[n+m1];
		sgd = -r[n];
		for (j=1;j<=m;j++) {
			sgn += r[n+j-m1]*g[j];
			shn += r[n+m1-j]*h[j];
			sgd += r[n+j-m1]*h[m-j+1];
		}
		if (sd == 0.0 || sgd == 0.0) nrerror("toeplz-3 singular principal minor");
		g[m1]=sgn/sgd;
		h[m1]=shn/sd;
		k=m;
		m2=(m+1) >> 1;
		pp=g[m1];
		qq=h[m1];
		for (j=1;j<=m2;j++) {
			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;
		}
	}
	nrerror("toeplz - should not arrive here!");
}
#undef FREERETURN
#undef NRANSI