A continuation method for solving symmetric Toeplitz systems

Article

DOI: 10.1134/S0965542508120026

Cite this article as:
Van Barel, M., Ikramov, K.D. & Chesnokov, A.A. Comput. Math. and Math. Phys. (2008) 48: 2126. doi:10.1134/S0965542508120026

Abstract

A fast algorithm is proposed for solving symmetric Toeplitz systems. This algorithm continuously transforms the identity matrix into the inverse of a given Toeplitz matrix T. The memory requirements for the algorithm are O(n), and its complexity is O(log κ(T)nlogn), where (T) is the condition number of T. Numerical results are presented that confirm the efficiency of the proposed algorithm.

Keywords

Toeplitz matrices circulants superfast algorithm continuation method iterative refinement eigenvalues 

Copyright information

© Pleiades Publishing, Ltd. 2008

Authors and Affiliations

  • M. Van Barel
    • 1
  • Kh. D. Ikramov
    • 2
  • A. A. Chesnokov
    • 1
    • 2
  1. 1.Department of Computer ScienceKatholieke Universiteit LeuvenLeuvenBelgium
  2. 2.Faculty of Computational Mathematics and CyberneticsMoscow State UniversityMoscowRussia

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