toeplitz.cpp

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#include "toeplitz.h"
#include "CFatalException.h"
/* This code is based on toeplz in Numerical Recipes p. 95*/
 
void SolveToeplitz(ublas::vector<double> &R,ublas::vector<double> &x, const ublas::vector<double> &y)
{
        if (R(n) == 0)
           throw CFatalException("Singular minor in SolveToeplitz");
        if (R.size() != x.size()*2-1 || R.size() != y.size()*2-1)
           throw CFatalException("Input Vectors do not have the same size in SolveToeplitz");
        const int size = x.size(); 
        x(0) = y(0)/R(size-1);
        if (size == 1)
           return;
    ublas::vector<double> g(size), h(size);
    g(0) = R(size-2)/R(size-1);
    h(0) = R(size)/R(size-1);
    for (m=0; m < size; ++m)
    {
    }
}

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