For n = 7 and r(k) given below, compare the solutions to the Yule–Walker equations computed by (a) Cholesky and (b) Levinson–Durbin methods. Compute the condition number of the correlation matrix, or...

For n = 7 and r(k) given below, compare the solutions to the Yule–Walker equations computed by (a) Cholesky and (b) Levinson–Durbin methods. Compute the condition number of the correlation matrix, or an estimate using gaucpp.

                               r(0) = 1, r(5) = 0.477,

                               r(1) = 0.726, r(6) = 0.429,

                               r(2) = 0.654, r(7) = 0.386,

                               r(3) = 0.588, r(8) = 0.347