research article
Iterative Toeplitz solvers with local quadratic convergence
1993
We study an iterative, locally quadratically convergent algorithm for solving Toeplitz systems of equations from [R. P. Brent, F. G. Gustavson and D. Y. Y. Yun. ''Fast solution of Toeplitz systems of equations and computation of Pade approximations'', J. Algorithms, 1:259-295, 1980]. We introduce a new iterative algorithm that is locally quadratically convergent when used to solve symmetric positive definite Toeplitz systems. We present a set of numerical experiments on randomly generated symmetric positive definite Toeplitz matrices. In these experiments, our algorithm performed significantly better than the previously proposed algorithm.
Type
research article
Author(s)
Linzer, Elliot
Date Issued
1993
Published in
Volume
49
Issue
4
Start page
339
End page
347
Editorial or Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
Available on Infoscience
April 18, 2005
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