A lookahead algorithm for the solution of block Toeplitz systems

被引:10
作者
VanBarel, M
Bultheel, A
机构
[1] Department of Computer Science, Katholieke Universiteit Leuven, B-3001 Heverlee
关键词
D O I
10.1016/S0024-3795(97)00013-X
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We give a weakly stable algorithm to solve a block Toeplitz system of linear equations. If the lookahead steps taken to compute the parameters of the inversion formula for the block Toeplitz matrix are small compared to the order n of the matrix, the algorithm requires O(n(2)) floating-point operations. The parameters of the inversion formula are interpreted and computed in a recursive way as solutions of certain interpolation problems given the formal Laurent series based on the data of the block Toeplitz matrix. (C) 1997 Elsevier Science Inc.
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页码:291 / 335
页数:45
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