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Recursive Algorithms for Unbalanced Banded Toeplitz Systems

Direct recursive algorithms for the solution of band Toeplitz systems are considered here. They exploit
the displacement rank properties, which allow a large reduction of computational efforts and storage
requirements. Their use of the Sherman--Morrison--Woodbury formula turns out to be particularly suitable for the case of unbalanced bandwidths. The computational costs of the algorithms under consideration are compared both in a theoretical and practical setting. Some stability issues are discussed as well.

 


Numer. Linear Algebra Appl., 2009

External authors: Grazia Lotti (Università di Pisa), Ornella Menchi (Università di Pisa)
IIT authors:

Type: Article in ISI Journal

Activity: Metodi numerici per problemi di grandi dimensioni