A fast stable solver for nonsymmetric Toeplitz and quasi-Toeplitz systems of linear equations

被引:32
作者
Chandrasekaran, S [1 ]
Sayed, AH
机构
[1] Univ Calif Santa Barbara, Dept Elect & Comp Engn, Santa Barbara, CA 93106 USA
[2] Univ Calif Los Angeles, Dept Elect Engn, Los Angeles, CA 90095 USA
关键词
displacement structure; generalized Schur algorithm; QR factorization; hyperbolic rotations; generator matrices; Schur complements; error analysis;
D O I
10.1137/S0895479895296458
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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(n(2)) operations, where n is the matrix dimension, and the algorithm is backward stable.
引用
收藏
页码:107 / 139
页数:33
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