def test_reflection_coeffs():
# check that that the partial solutions are given by the reflection
# coefficients
random = np.random.RandomState(1234)
y_d = random.randn(10)
y_z = random.randn(10) + 1j
reflection_coeffs_d = [1]
reflection_coeffs_z = [1]
for i in range(2, 10):
reflection_coeffs_d.append(solve_toeplitz(y_d[:(i - 1)], b=y_d[1:i])[-1])
reflection_coeffs_z.append(solve_toeplitz(y_z[:(i - 1)], b=y_z[1:i])[-1])
y_d_concat = np.concatenate((y_d[-2:0:-1], y_d[:-1]))
y_z_concat = np.concatenate((y_z[-2:0:-1].conj(), y_z[:-1]))
_, ref_d = levinson(y_d_concat, b=y_d[1:])
_, ref_z = levinson(y_z_concat, b=y_z[1:])
assert_allclose(reflection_coeffs_d, ref_d[:-1])
assert_allclose(reflection_coeffs_z, ref_z[:-1])
def test_reflection_coeffs():
# check that that the partial solutions are given by the reflection
# coefficients
random = np.random.RandomState(1234)
y_d = random.randn(10)
y_z = random.randn(10) + 1j
reflection_coeffs_d = [1]
reflection_coeffs_z = [1]
for i in range(2, 10):
reflection_coeffs_d.append(solve_toeplitz(y_d[:(i-1)], b=y_d[1:i])[-1])
reflection_coeffs_z.append(solve_toeplitz(y_z[:(i-1)], b=y_z[1:i])[-1])
y_d_concat = np.concatenate((y_d[-2:0:-1], y_d[:-1]))
y_z_concat = np.concatenate((y_z[-2:0:-1].conj(), y_z[:-1]))
_, ref_d = levinson(y_d_concat, b=y_d[1:])
_, ref_z = levinson(y_z_concat, b=y_z[1:])
assert_allclose(reflection_coeffs_d, ref_d[:-1])
assert_allclose(reflection_coeffs_z, ref_z[:-1])