The normal equations for the discrete Wiener filter are conventionally solved with Levinson’s algorithm. The resultant solutions are exact except for numerical roundoff. In many instances, approximate rather than exact solutions satisfy seismologists’ requirements. The so‐called “gradient” or “steepest descent” iteration techniques can be used to produce approximate filters at computing speeds significantly higher than those achievable with Levinson’s method. Moreover, gradient schemes are well suited for implementation on a digital computer provided with a floating‐point array processor (i.e., a high‐speed peripheral device designed to carry out a specific set of multiply‐and‐add operations). Levinson’s method (1947) cannot be programmed efficiently for such special‐purpose hardware, and this consideration renders the use of gradient schemes even more attractive. It is, of course, advisable to utilize a gradient algorithm which generally provides rapid convergence to the true solution. The “conjugate‐gradient” method of Hestenes (1956) is one of a family of algorithms having this property. Experimental calculations performed with real seismic data indicate that adequate filter approximations are obtainable at a fraction of the computer cost required for use of Levinson’s algorithm.
