Geophys. J . Int.

(1991) 106, 399-406

The Wiener-Levinson algorithm and ill-conditioned normal equations

R. J. O’Dowd”
Department of Geology and Geophysics, The University of Adelaide, Sourh Australia 5001, Australia

Accepted 1991 February 26. Received 1991 February 15; in original form 1990 July 18

Downloaded from https://academic.oup.com/gji/article-abstract/106/2/399/691111 by guest on 16 November 2019

SUMMARY
Treitel & Wang (1976) noted that, when autocorrelation matrices are ill-
conditioned, elements of Wiener filters are significantly different when the normal
equations are solved on different computers. They presented an example in which
the Wiener-Levinson algorithm produced a prediction filter exhibiting significant
error. In recent years there has been controversy in mathematical literature relating
t o stability of algorithms, such as the Wiener-Levinson algorithm, for solving linear
systems of equations with a Toeplitz coefficient matrix. In this paper, it is argued
that poor-quality results produced by the Wiener-Levinson algorithm, when applied
to problems exhibiting an ill-conditioned autocorrelation matrix, may be attributed
to stability properties of that algorithm. An example is presented, comparing the
results of Gaussian elimination, the Wiener-Levinson algorithm, and the conjugate
gradient algorithm. The use of intermediate results of the Wiener-Levinson
algorithm to detect ill-conditioned normal equations is discussed.
Key words: conditioning, linear equations, stability, Toeplitz.

where A,, and Am,,, are, respectively, the largest and

STABILITY OF TOEPLITZ ALGORITHMS
A number of algorithms for solving linear equations
involving Toeplitz coefficient matrices, or inverting Toeplitz
matrices, are described in literature e.g. Levinson (1946),
Trench (1964), Zohar (1974). All are based on partitioning
of the matrices, which results in a recursive property in
which the solution of a system of order n - 1 is used to
compute the solution of a system of order n. Because of this
property, these algorithms require much less storage and
computer time than do classical algorithms such as Gaussian
elimination. This is the main reason why algorithms of this
type are employed for seismic deconvolution (e .g. Robinson
1967; Claerbout 1976). They are direct algorithms which
produce the exact solution, if it exists, after a fixed number
of steps, provided all calculations are done exactly.
However, when solution is performed on a computer,
calculations may be inexact due to the occurrence of
round-off. This means that there can be no guarantee, in
general, that these algorithms will produce satisfactory
results when utilized on a computer.
The (spectral) condition number of the autocorrelation
matrix is defined as
p - A,, (1)
L i n ’ that Gaussian elimination without pivoting is unstable, while
* Now at: Acoustic Surveillance Composite, Maritime Systems
Division, WSRL Bldg 64 TSAN, PO Box 1700, Salisbury, South
Australia 5108, Australia.
smallest eigenvalues of the autocorrelation matrix. An
autocorrelation matrix with a ‘large’ condition number is
referred to as ill-conditioned. If an autocorrelation matrix is
not ill-conditioned, it is referred to as well-conditioned. An
example of an ill-conditioned autocorrelation matrix is
described by Treitel & Wang (1976). A survey of causes of
ill-conditioned autocorrelation matrices is given by O’Dowd
(1990).
As solution of the normal equations is commonly
performed on a computer, issues of stability of algorithms
become paramount. An algorithm for solving linear systems
is described as unstable if cases exist in which that algorithm
is incapable of producing a solution which is ‘acceptably
close’ to the true, analytic, solution even when the
coefficient matrix is not ill-conditioned. For example, there
is no guarantee that Gaussian elimination, performed
without any pivoting, can produce any solution at all, even if
the coefficient matrix is well-conditioned. On the other
hand, Gaussian elimination with partial or complete
pivoting will always produce a solution to acceptable
accuracy when the matrix is well-conditioned. Examples of
this type of behaviour of Gaussian elimination are described
in many basic texts, e.g. Gerald & Wheatley (1984), as a
justification for the use of pivoting. This behaviour means
Gaussian elimination with pivoting exhibits some form of
stability.
The definition of a ‘large’ condition number is dependent

399
400 R . J . O’Dowd
upon both the accuracy desired in a numerically computed
solution and upon the precision available on the computer
employed. For example, if a computer provides t binary
digits, and a solution with an accuracy, measured in terms of
norms, is required to within 2“‘, then any conditionaumber
greater may be considered indicative of an ill-conditioned
numerical problem because the desired accuracy cannot be
guaranteed (e.g. Wilkinson 1961). For example, if P > Z‘,
then the matrix may be considered ill-conditioned because
an accuracy cannot be guaranteed to any accuracy.
Concepts of stability most commonly seen in numerical
analysis are based on the fundamental works of Wilkinson
(1961, 1963, 1965). In Wilkinson’s terminology, an
algorithm is said to be stable on a class of matrices, d , if,
when solving a linear system
Ax=b
where A E d ,the computed solution is actually the solution
of a linear system
A s = b,
where A, is a matrix ‘close’ to A and b, is ‘close’ to b.
Stewart (1973) restricts Wilkinson’s definition of stability
even further, specifying that, in addition to A, being close to
A and b, being close to b, that A, is in the same matrix class,
d , as the matrix A. For example, if A is Toeplitz, then A, is
also Toeplitz. In the terminology of Bunch (1987), an
algorithm which satisfies Stewart’s form of stability is
described as ‘strongly stable’.
Bunch (1985) noted that algorithms based on partitioning,
such as the Wiener-Levinson algorithm, are, in general,
unstable when applied to systems involving a Toeplitz
coefficient matrix which is not symmetric and positive
definite-this means that, even when the coefficient matrix
is well-conditioned, there is no guarantee that these
algorithms will produce results with small error. Fortun-
ately, in seismic deconvolution we are concerned with
autocorrelation matrices, which are symmetric and positive
definite in most practical cases (in general, the autocorrela-
tion matrix is actually positive indefinite, but indefinite
autocorrelation matrices are unusual in practice). This
means that we may ignore cases in which the coefficient
matrix is not symmetric and positive definite.
On a more positive note, Cybenko (1980) claimed that the
Levinson-Durbin algorithm is stable for the class of
symmetric, positive definite, Toeplitz coefficient matrices,
allowing the conclusion that other algorithms, such as the
Wiener-Levinson algorithm are also stable. However, a
backward-type error analysis in the sense of the works of
Wilkinson (1961, 1963, 1965) was not performed. In fact, it
was noted that a proof of stability is not possible using a
backward-type error analysis. This raised some controversy
because Cybenko had not actually demonstrated that these
algorithms are stable, in the sense of works of Wilkinson.
Bunch (1987) observed that Cybenko had actually proven
that these algorithms produce solutions exhibiting small
error if the coefficient matrix is symmetric, Toeplitz, and
well-conditioned. In terms of Bunch’s paper, these
algorithms are described as ‘weakly stable’ on the class of
symmetric, positive definite, Toeplitz matrices. This result is
weaker than the definition of stability employed by the
works of Wilkinson. Gaussian elimination with pivoting, on
the other hand, may be proven by a backward-type error
analysis to be strongly stable on the class of real matrices,
and stable on the class of symmetric, positive definite,
Toeplitz coefficient matrices.
In terms of Wiener filtering, the fact that the
Wiener-Levinson algorithm is weakly stable means that,
when the condition number of the autocorrelation matrix is
not large, the Wiener-Levinson algorithm is guaranteed to
produce a filter exhibiting small error. This means that in
most practical cases, the issue of conditioning need not be
one of concern. However, when the autocorrelation matrix
is ill-conditioned, the Wiener-Levinson algorithm can no
longer be proven to behave in a stable fashion, unlike
Downloaded from https://academic.oup.com/gji/article-abstract/106/2/399/691111 by guest on 16 November 2019
Gaussian elimination which can. It must be noted, however,
that the fact that the Wiener-Levinson algorithm has been
proven to be weakly stable does not discount the possibility
that it may be stable (or even strongly stable) on the class of
symmetric, positive definite Toeplitz matrices. Such results
remain to be proven or disproven.
The statement that an algorithm exhibits some form of
stability, as defined here, only allows conclusions about
possible sets of problems in which large errors may occur.
The definitions of different forms of stability (on a given
matrix class) are independent of the particular problem
being solved. None of the forms of stability discussed here
implies that large errors in a computed solution cannot
occur. For example, an unstable algorithm may produce
large error in a solution to a well-conditioned problem. A
weakly stable algorithm is guaranteed to produce a solution
exhibiting small error if the problem is well-conditioned, but
may produce a a large error on an ill-conditioned problem.
If an algorithm is stable, small errors are guaranteed on a
larger set of problems than would be the case if that
algorithm is only weakly stable. Even an algorithm which is
strongly stable (e.g. Gaussian elimination with pivoting)
may produce solutions exhibiting large error-the set of
problems in which Gaussian elimination will compute a
solution exhibiting large error is smaller than the set of
problems to which a weakly stable algorithm may compute a
solution with large error. None of the algorithms employed
in the example of the next section is unstable-all are
guaranteed to produce a solution to the normal equations
exhibiting small error if the autocorrelation is well-
conditioned.
A N EXAMPLE
It has been pointed out that the Wiener-Levinson algorithm
may not be as stable as Gaussian elimination on the class of
symmetric, positive definite, Toeplitz matrices. In this
section, a synthetic example is presented to compare
prediction filters produced by the Wiener-Levinson
algorithm with those of Gaussian elimination and the
conjugate gradient algorithm of Hestenes & Stiefel (1952).
Deconvolved traces will also be presented to demonstrate
that the poor-quality filters affect the quality of deconvolved
traces. Treitel & Wang (1976) provided an example in which
solutions produced by the Wiener-Levinson algorithm were
compared with those produced by the Conjugate Gradient
algorithm. However, filters of Treitel & Wang (1976) were
not compared with results computed using higher precision,
or with classical techniques such as Gaussian elimination, as
 The Wiener-Leuinson Algorithm 401

will be performed here. Gaussian elimination produces a

solution at greater cost (e.g. more arithmetic operations)
than do the approaches employed by Treitel & Wang
(1976). The purpose behind the presentation of filters
produced by Gaussian elimination, in this article, is to
compare filters which could be produced'by the different
algorithms when applied to ill-conditioned problems.
A synthetic trace, with a 4 m s sampling rate, was
generated by convolving the wavelet and impulse response
of Fig. 1. This trace was convolved with a chirp sweep signal
with a 4 s duration and a linearly varying frequency between
25 and 85 Hz, thereby synthesizing a vibroseis trace. This
vibroseis trace was cross-correlated with the sweep signal to

Downloaded from https://academic.oup.com/gji/article-abstract/106/2/399/691111 by guest on 16 November 2019

produce a cross-correlation. This procedure for simulating a
vibroseis cross-correlation is described by Yilmaz (1987).
The first 1OOOms windows of the cross-correlation, and the
autocorrelation of the entire cross-correlation, are illustr-
ated in Fig. 2.
200 400 600 800 lo00
Lag (msec)
Cross correlation

Wavelet (approx. minimum phase)

200 400 600 800 lo00
Lag (msec)
Autocorrelation
Figure 2. First 1OOOms window of the cross-correlation and
normalized autocorrelation functions.

Prediction filters, computed using different algorithms,

are illustrated in Fig. 3. The filter being computed is a 50
element prediction filter for a prediction distance of 12 ms,
corresponding to three sampling units, which is the lag for
the first zero crossing of the autocorrelation. The condition
number of the corresponding normal equations is approxim-
ately 6.3213 X lo6.
For the purposes of comparison, all computations were
performed on the same computer, which provides a 23
binary digit mantissa in single precision floating point
numbers. The higher precision solution was obtained by
employing Gaussian elimination with higher precision (55
500 lo00 1500 2000 binary digits) floating point numbers. The conjugate
Lag (msec) gradient algorithm, which is an iterative scheme, was
Impulse response applied with a zero starting vector, and 50 iterations were
Figure 1. Synthetic wavelet and impulse response. performed which (in theory) should produce the exact filter.
402 R. J. O’Dowd
50 r

40 - 40

30 - 30

20 - 20

in

-10 - -10

Downloaded from https://academic.oup.com/gji/article-abstract/106/2/399/691111 by guest on 16 November 2019

-20 - -20

-30 - -30

-40 -40

J I
10 20 30 40 50

Higher precision solution. Wiener-Levinson Algorithm.

50 50 -
40 40

30 30 -

20 20 -

10 10 -

n n

-in -in -

-20 -20 -

-30 -30 -
-40 -40 -
I
10 20 30 40 50 10 20 30 40 50

Conjugate Gradient. Gaussian elimination.

Figure 3. Prediction filters produced by the different algorithms

This differs from the approach used by Treitel & Wang
(1976), who stopped the iteration when the norm of the
residual had reached a small level. The solution employed
here introduces a cost greater than that involved with the
approach of Treitel & Wang (1976). However, in terms of
accuracy (as measured in terms of norm of the residual)
there is little difference between solutions which would be
produced after 50 iterations, and those produced by the
approach of Treitel & Wang (1976). The formulation of the
Conjugate Gradient algorithm guarantees that the norm of
the residual does not increase from iteration to iteration.
Because the Conjugate Gradient algorithm measures the
accuracy of solutions produced in successive iterations in
terms of the norm of the residual, the solution computed
using the Conjugate Gradient algorithm in this article would
also have a residual which would pass the error criterion of
Treitel & Wang (1976). In reality, there are many solutions
which satisfy a given error criterion. Depending upon the
initial estimate of the solution, and the precision of the
computer being employed, any of these solutions may be
produced by the Conjugate Gradient algorithm. Details of
these considerations are described by Varga (1963), and
Wang & Treitel (1973).
It may be readily observed that the filter produced by
Gaussian elimination in single precision is visually similar to
the higher precision filter, while the filters produced by the
Wiener-Levinson and conjugate gradient algorithms differ
quite significantly, both in magnitudes of filter values and in
observable oscillations. Summary statistics of Table 1 allow
the observation that the Wiener-Levinson algorithm has
produced results which are slightly more accurate than those
of the conjugate gradient scheme. Both the Wiener-
Levinson and conjugate gradient schemes exhibit a relative
error of the order of 1000 per cent (in terms of error norms)
 The Wiener-Levinson Algorithm 403

Table 1. Summary statistics for filters. behave as stably as Gaussian elimination when solving
Algorithm, a ill-conditioned problems. The observation that the Wiener-
Higher Gaussian Conjugate Wiener Levinson algorithm performed better than the conjugate-
precision elimination gradient Levinson gradient scheme in this case indicates that the results of
( h1 Treitel & Wang (1976), in which the conjugate gradient
IlZll 13.54 13.53 139.9' 141.4 algorithm produced significantly better results, is not a
llfo-fhll 0 0.1289 146.8 137.8
general one-while the con jugate gradient algorithm may
llfa-fhll
0.009525 10.84 10.18 perform better than the Wiener-Levinson algorithm on
Ilfh II ill-conditioned problems, there is no guarantee that it will
min 6 -5.728 -5.725 -47.05 -41.03
max A 4.622 4.618 40.76 44.49 do so.
Deconvolved outputs, produced by applying prediction
error filters, are illustrated in Fig. 4. It may be readily
which means thay have produced a much poorer solution observed that prediction error filters produced from the

Downloaded from https://academic.oup.com/gji/article-abstract/106/2/399/691111 by guest on 16 November 2019

than has Gaussian elimination, which exhibits a relative
error slightly less than 1 per cent. The observation that the
Wiener-Levinson algorithm produces a filter of much
poorer accuracy than Gaussian elimination lends support to
the possibility that the Wiener-Levinson algorithm does not
prediction filters of the Wiener-Levinson and conjugate
gradient algorithms have been much less effective than that
of Gaussian elimination. This means that ill-conditioning in
the normal equations may propagate through computations,
resulting in a relatively poor-quality deconvolved output.

I
200 400 600 800 loo0 200 400 600 800 loo0

Higher precision solution. Wiener-Levinson Algorithm.

I I
200 400 600 800 lD00 200 400 600 803 loo0

Conjugate Gradient. Gaussian elimination.

Figure 4. First lo00 ms window of the deconvolved outputs.

404 R. J . O'Dowd
(Bellman 1960), from which it may be concluded that
R E C 0G N IZIN <; I L L - C 0N D ITI 0 NI N G
v k > O V k =0, . . . , n - 1.
Causes of ill-conditioned autocorrelation matrices have
been discussed by O'Dowd (1990). Rather than u:ing those Properties of eigenvalues of a matrix, given in many texts
properties to identify tests of whether the autocorrelation (e.g. Ralston & Rabinowitz 1978; Gerald & Wheatley
matrix is ill-conditioned, this section focuses on the 1984), mean that
question: can intermediate results of the Wiener-Levinson
algorithm be employed to provide an indication of
ill-conditioning?
D(n - I ) = n
k=l
Ak

The Wiener-Levinson algorithm solves a linear equation and

of the form
Rf = g, A, =nr,,
k=l
where R is a symmetric, Toeplitz matrix:
where Ai are the eigenvalues of R, which are real and

Downloaded from https://academic.oup.com/gji/article-abstract/106/2/399/691111 by guest on 16 November 2019

r, rl .. . positive (Bellman 1960). Applying properties of prediction
R=( 1' rO .'. 2;:). error variances provided by Claerbout (1976, pp. 55-57), it
may be seen that
rn-l rn--2 ... r,
r,= v12 . . .I vn-l > O . (7)
The algorithm works by progressively solving the equations:
Considering, without loss of generality, the eigenvalues to
rofo = go, be ordered:
An 2 A, - 1 2 . . . z A, > 0 (8)
the spectral condition number may be written

until the nth order system is solved. The procedure, which is K(R) = hx =?
!
described in simple terms by Claerbout (1976), works in a Amin 1, '
recursive fashion requiring less arithmetic operations and
~

computer storage than algorithms like Gaussian elimination.
Consider the case where the right-hand side of the
+
( k 1)th-order Wiener equation is a positive spike, and
f , = 1 is assumed:
and from equation (6) it may be seen that
The lower bound in this equation arises because R is being
assumed positive definite. The upper bound may be
obtained using a contradiction argument; substituting an
assumption that the minimum. eigenvalue A, > r, into
equation (6) gives

where, in the case where the coefficient matrix is positive kk < ( n - 1)r,.
k =2
definite, the quantity vk, is denoted as the 'prediction error
variance'. Using the equation D ( k ) to denote the There are n - 1 terms in the summation on the left-hand
+
determinant of the ( k 1)th-order system, it may be shown side of this equation, therefore at least one of the remaining
(e.g. Robinson 1967) that eigenvalues, A,, k = 2 . . . n must be less than r, [i.e.
Ak <r,(k # I)], and the assumption of equation (8) is
violated. In a similar fashion, it may be shown that
(3)
r, 5 A, < nr,. (10)
Therefore, the determinant of the n by n coefficient matrix
may be expressed as The vectors in equation (2), with k = n - 1 may be
expressed (e.g. Bellman 1960) in the forms
D(n - 1) = n
n-1

k=O
vk (4)

for n 2 1 and where it may be seen that

vo = D(0) = r,.
For the purposes of discussion here, the most important
property of the quantities v k is that they are produced as
intermediate results of the Wiener-Levinson algorithm.
If the autocorrelation matrix, R, is positive definite, the
determinants of all principal submatrices are positive:
where ei is the eigenvector corresponding to the eigenvalue
Ai. Examining the first element of both of these vectors
allows the observation that
n n

D ( k ) > O V k = O , . . . ,n - 1
2 x,e,,, = I,
i=l
v , - ~= C Aixiei,l.
i=l
 The Wiener- Levinson Algorithm 405

As A, 2 A,, these equations may be combined to obtain Table 2. Some computed predic-
" n n
tion error variances for the pre-
vious example.
= C A J , ~ , ,2~ C
z=l r=l
AM,,^ = C x,e,., = al,
t=l Prediction
Error Variance
which produces the result vo 1
v29 2.758 x
2 a,. (11) v30 --5.278 x
Combining equations (9) to (11) it may be seen that v3 1 1.651 x
v32 7.333 x 10-5
A, 2 v,, = r,, 2 v,- ,Il, v33 -2.293 x lo-*
2 (12)
v34 1.466x
from which a lower bound for the spectral condition v35 7.575 x 10-4
number, K ( R ) , may be written v36 2.368 x
v3 1 - 2 716 x 10-3

Downloaded from https://academic.oup.com/gji/article-abstract/106/2/399/691111 by guest on 16 November 2019

It may therefore be seen that intermediate results of the
Wiener-Levinson algorithm may be employed to give an
indication of conditioning of the autocorrelation matrix, R.
From equation (7), this lower bound will increase with the
order of the matrix. This lower bound is sharp in theory,
being attained trivially for the n by n identity matrix, I. For
more general symmetric, Toeplitz, positive definite ma-
trices, this lower bound may be extremely conservative.
Ill-conditioning may be associated with the occurrence of
eigenvalues of relatively small magnitude, in comparison
with the one of maximum magnitude. Numerical errors
when computing small eigenvalues may cause them to
appear negative, an effect noted by Treitel & Wang (1976)
(the condition number of the synthetic example of this paper
was also computed using double precision floating point
numbers for this reason). In a similar fashion, from equation
(13), ill-conditioning may also be expected to be associated
with prediction error variances of relatively small mag-
nitude. This means that computed prediction error variances
may be expected to exhibit effects similar to those exhibited
by computed eigenvalues. So, if any prediction error
variances obtained as intermediate results of the Wiener-
Levinson algorithm appear negative, this may be interpreted
as an indication of ill-conditioning when solving a linear
system involving a symmetric, positive definite, Toeplitz
coefficient matrix.
The use of intermediate results of a solution algorithm to
gauge the effect of round-off error is not unique. For
example, the implementation of the Cholesky Decomposi-
tion given by Martin, Peters & Wilkinson (1971) tests
whether the numerically obtained determinant of the matrix
is positive, and indicates an error if this is not true. The
results of this section indicate that a similar test may be
applied in the Wiener-Levinson algorithm (and, by
extension, other related Toeplitz algorithms) when solving a
linear system with a symmetric, positive definite, Toeplitz
coefficient matrix.
Table 2 lists computed prediction error variances,
obtained as intermediate results of the Wiener-Levinson
algorithm. The occurrence of negative prediction error
variances, the first of which is vjo (corresponding to a
system of order 31), indicates that conditioning of the
normal equations may be affecting the accuracy of computed
Wiener filters of greater order. In such cases other, more
accurate, approaches (e.g. Gaussian elimination, or higher
precision solutions) may be desirable. It should be noted,
V38 9.798 x 10-4
u39 1.619 x
v40 -3.962 x 10-3
v4l 9.239x 10W4
v42 -1.073 x
v43 1.235 x lo-'
v44 1.319 x
p45 7 477 x 10-4
v46 2.796x
v47 -1.439 x
v4s 1.108 x
v49 4.430x
however, that these approaches involve a much greater
computing cost (e.g. n3 versus n2 operations to solve a
system of order n) than the Wiener-Levinson algorithm,
and this cost may become prohibitive for large-order
systems. Pre-whitening has been noted by Treitel & Wang
(1976) and O'Dowd (1990) to be a procedure which results
in less ill-conditioned normal equations.
As prediction error variances are produced as intermedi-
ate results of the Wiener-Levinson algorithm, they may be
readily examined while the solution of the normal equations
is being computed, and therefore provide an indication of
conditioning. The cost of performing such a test is much less
than, for example, calculation of a condition number. If
prediction error variances indicate significant numerical
error, it must then be decided what approach should be
taken. The decision of what approach to take (e.g.
pre-whitening, Gaussian elimination, higher precision, or
some other approach) will amount to a balancing of the
opposing criteria of acceptable accuracy and moderate
computational costs.
CONCLUSIONS
When numerically solving the normal equations, effects of
numerical round-off must be considered. The Wiener-
Levinson algorithm is guaranteed to produce Wiener filters
exhibiting little error when the autocorrelation matrix is
well-conditioned. However, large errors may occur when
the autocorrelation matrix is ill-conditioned. This in turn
may have bearing on the effectiveness of deconvolution.
Gaussian elimination, on the other hand, produces filters
exhibiting significantly less error. These effects may be
explained by considering stability properties of these
algorithms. The net result is that, while the Wiener-
Levinson algorithm produces a solution with much less cost
in terms of computer time and storage than does Gaussian
elimination, a significant loss of accuracy may occur when
the autocorrelation matrix is ill-conditioned. It has also been
406 R. J . O’Dowd
noted that the conjugate gradient method does not
necessarily produce a filter of greater accuracy than does the
Wiener-Levinson algorithm. Intermediate results of the
Wiener-Levinson algorithm may be used in a simple test to
determine when large errors may occur.
ACKNOWLEDGMENTS
The author wishes to acknowledge the reviewers of this
paper, particularly the one who, while not offering complete
agreement, pointed out an error in the derivation of
equation (11) and provided the proof which appears herein.
REFERENCES
Bellman, R., 1960. Introduction to Matrix Analysis, McGraw-Hill,
New York.
Bunch, J. R., 1985. Stability of methods for solving Toeplitz
systems of equations, SIAM J. Sci. Stat. Comp., 6, 349-364.
Bunch, J. R., 1987. The weak and strong stability of algorithms in
numerical linear algebra, Linear Algebra Appl., 88/89, 49-66.
Claerbout, J., 1976. Fundamentals of Geophysical Data Processing
with Applications to Petroleum Prospecting, McGraw-Hill, New
York.
Cybenko, G., 1980. The numerical stability of the Levinson-Durbin
algorithm for Toeplitz systems of equations, SIAM J . Sci. Stat.
Comp., 1, 303-320.
Gerald, C. & Wheatley, P., 1984. Applied Numerical Analysis, 3rd
edn, Addison-Wesley, California.
Hestenes, M. R. & Stiefel, E., 1952. The method of conjugate
gradients for solving linear systems, US Nut. Bureau Stand. J .
Res., 49, 409-436.
Levinson, N., 1946. The Wiener RMS (root mean square) error
criterion in filter design and prediction, J . Math. Phys., 25,
261-278.
Martin, R., Peters, G. & Wilkinson, J., 1971. Symmetric
decomposition of a positive definite matrix, Handbook for
Automatic Computation, vol. 2 , pp. 9-30, eds Wilkinson, J. &
Reinsch, C . , Springer-Verlag, Berlin.
O’Dowd, R., 1990. Ill-conditioning and pre-whitening in seismic
deconvolution, Geophys. J. Int., 101, 489-491.
Ralston, A. & Rabinowitz, P., 1978. A First Course in Numerical
Analysis. International Series in Pure and Applied Mathematics,
2nd edn, McGraw-Hill, New York.
Robinson, E. A,, 1967. Multichannel Time Series Analysis with
Digital Computer Programs, Holden Day, San Francisco.
Downloaded from https://academic.oup.com/gji/article-abstract/106/2/399/691111 by guest on 16 November 2019
Stewart, G. W., 1973. Introduction to Matrix Compurations,
Academic Press, New York.
Treitel, S. & Wang, R. J., 1976. The determination of digital
Wiener filters from an ill-conditioned system of normal
equations, Geophys. Prosp., 24, 317-327.
Trench, W. F., 1964. An algorithm for the inversion of finite
Toeplitz matrices, J. SOC.ind. appl. Math., 12, 515-525.
Varga, R., 1963. Matrix Iterative Analysis, Prentice-Hall,
Englewood Cliffs, NJ.
Wilkinson, J., 1961. Error analysis of direct methods of matrix
inversion, J. Assoc. Comp. Mach., 8, 281-330.
Wilkinson, J., 1963. Rounding Errors in Algebraic Processes,
HMSO, London.
Wilkinson, J. H., 1965. The Algebraic Eigenvalue Problem,
Clarendon Press, Oxford.
Yilmaz, O., 1987. Seismic Data Processing: Investigations in
Geophysics Vol. 2, Society of Exploration Geophysicists,
Tulsa, OK.
Zohar, S., 1974. The solution of a Toeplitz set of linear equations,
J. Assoc. Comp. Mach., 21, 272-276.