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 |
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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. |
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ISSN: | 0895-4798 1095-7162 |
DOI: | 10.1137/S0895479895292266 |