"Levinson recursion or Levinson\u2013Durbin recursion is a procedure in linear algebra to recursively calculate the solution to an equation involving a Toeplitz matrix. The algorithm runs in \u0398(n2) time, which is a strong improvement over Gauss\u2013Jordan elimination, which runs in \u0398(n3).The Levinson\u2013Durbin algorithm was proposed first by Norman Levinson in 1947, improved by James Durbin in 1960, and subsequently improved to 4n2 and then 3n2 multiplications by W. F. Trench and S."@en .