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research article
A Fast Stable Solver for Nonsymmetric Toeplitz and Quasi-Toeplitz Systems of Linear Equations
We derive a stable and fast solver for nonsymmetric linear systems of equations with shift structured coefficient matrices (e.g., Toeplitz, quasi-Toeplitz, and product of two Toeplitz matrices). The algorithm is based on a modified fast QR factorization of the coefficient matrix and relies on a stabilized version of the generalized Schur algorithm for matrices with displacement structure. All computations can be done in O(n2 ) operations, where n is the matrix dimension, and the algorithm is backward stable
Type
research article
Authors
Publication date
1998
Published in
Volume
19
Issue
1
Start page
107
End page
139
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
December 19, 2017
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