Two-step Levinson algorithm for time domain multichannel deconvolution

A computationally efficient implementation of the Levinson algorithm in two steps that dramatically reduces the computational coal is presented. The algorithm uses the generalised Levinson recursion for block matrices as a first step, and the Gohberg-Semencul formula as a second step, saving similar to 75% in terms of the computational cost for a typical two-channel deconvolution problem.