A fast method for solving a block tridiagonal quasi-Toeplitz linear system
This paper addresses the problem of solving block tridiagonal quasi-Toeplitz linear systems. Inspired by [10], we propose a more general algorithm for such systems. The algorithm is based on a block decomposition for block tridiagonal quasi-Toeplitz matrices and the Sherman–Morrison–Woodbury inversi...
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Veröffentlicht in: | Portugaliae mathematica 2019-01, Vol.76 (3), p.287-299 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | This paper addresses the problem of solving block tridiagonal quasi-Toeplitz linear systems. Inspired by [10], we propose a more general algorithm for such systems. The algorithm is based on a block decomposition for block tridiagonal quasi-Toeplitz matrices and the Sherman–Morrison–Woodbury inversion formula. We also compare the proposed approach to the standard block $LU$ decomposition method and the Gauss algorithm. A theoretical error analysis is also presented. All algorithms have been implemented in Matlab. Numerical experiments performed on a wide variety of test problems show the effectiveness of our algorithm in terms of efficiency, stability and robustness. |
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ISSN: | 0032-5155 1662-2758 |
DOI: | 10.4171/PM/2036 |