Stabilization by Perturbation of a 4n2 Toeplitz Solver

We consider a 4n2-algorithm for computing the Gohberg--Semencul representation of the inverse of a nonsymmetric Toeplitz matrix and for obtaining the solution of a Toeplitz system. The original algorithm is unstable when one or more of the leading principal submatrices are ill-conditioned. In our st...

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Veröffentlicht in:SIAM journal on matrix analysis and applications 2000-01, Vol.21 (3), p.849
Hauptverfasser: Hansen, Per Christian, Yalamov, Plamen Y
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider a 4n2-algorithm for computing the Gohberg--Semencul representation of the inverse of a nonsymmetric Toeplitz matrix and for obtaining the solution of a Toeplitz system. The original algorithm is unstable when one or more of the leading principal submatrices are ill-conditioned. In our stabilized version we slightly perturb thematrix when we encounter a division by a small number. As a consequence, the solution is also perturbed, and its accuracy can be improved by taking a small number of iterative refinement steps. We present a roundoff error analysis of the new algorithm as well as numerical results that support our analysis.
ISSN:0895-4798
1095-7162
DOI:10.1137/S0895479895292266