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Stability analysis of a superfast algorithm for Toeplitz-like systems

In this paper a theoretical error analysis of the recursive superfast algorithm for the solution of Toeplitz-like systems, introduced in [4], is
performed. This analysis produces an upper bound to the norm of the residual vector, allowing the detection of some parameters which rule the
stability behavior of the algorithm. These parameters take into account both the conditioning properties of the coe±cient matrices at the di®erent levels of recursion and the magnitude of some involved matrices measured through their generators. The experimentation con¯rms the theoretical results, pointing out that, in general, the upper bound to the norm of the residual vector is too pessimistic.


2012

Autori esterni: Grazia Lotti (Department of Mathematics, Universita’ di Parma, 43100 Parma, Italy), Ornella Menchi (Department of Computer Science, Universita’ di Pisa, 56127 Pisa, Italy)
Autori IIT:

Tipo: TR Rapporti tecnici
Area di disciplina: Mathematics
IIT TR-20/2012

File: TR-20-2012.pdf

Attività: Metodi numerici per problemi di grandi dimensioni