A look-ahead Bareiss algorithm for general Toeplitz matrices

Summary.

The Bareiss algorithm is one of the classical fast solvers for systems of linear equations with Toeplitz coefficient matrices. The method takes advantage of the special structure, and it computes the solution of a Toeplitz system of order~$N$ with only~$O(N^2)$ arithmetic operations, instead of~$O(N^3)$ operations. However, the original Bareiss algorithm requires that all leading principal submatrices be nonsingular, and the algorithm is numerically unstable if singular or ill-conditioned submatrices occur. In this paper, an extension of the Bareiss algorithm to general Toeplitz systems is presented. Using look-ahead techniques, the proposed algorithm can skip over arbitrary blocks of singular or ill-conditioned submatrices, and at the same time, it still fully exploits the Toeplitz structure. Implementation details and operations counts are given, and numerical experiments are reported. We also discuss special versions of the proposed look-ahead Bareiss algorithm for Hermitian indefinite Toeplitz systems and banded Toeplitz systems.