Conclusions

The general iterative formula for the square root that we derived can be extended to the factorization of the auto-correlation functions. The Wilson-Burg algorithm is a special case of our more general formula. Using such a general formula provides flexibility in choosing between fast convergence and stability. We can achieve fast convergence when factorizing auto-spectra that have a very similar form. This improvement in convergence rate can have a useful application, for instance, in nonstationary preconditioning.