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  4. A Fast Stable Solver for Nonsymmetric Toeplitz and Quasi-Toeplitz Systems of Linear Equations
 
research article

A Fast Stable Solver for Nonsymmetric Toeplitz and Quasi-Toeplitz Systems of Linear Equations

Chandrasekaran, S.
•
Sayed, Ali H.  
1998
SIAM Journal on Matrix Analysis and Applications

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

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Type
research article
DOI
10.1137/S0895479895296458
Author(s)
Chandrasekaran, S.
Sayed, Ali H.  
Date Issued

1998

Publisher

Society for Industrial and Applied Mathematics

Published in
SIAM Journal on Matrix Analysis and Applications
Volume

19

Issue

1

Start page

107

End page

139

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
ASL  
Available on Infoscience
December 19, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/142895
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