Premium
Recursive algorithms for unbalanced banded Toeplitz systems
Author(s) -
Favati P.,
Lotti G.,
Menchi O.
Publication year - 2009
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.632
Subject(s) - toeplitz matrix , algorithm , rank (graph theory) , levinson recursion , reduction (mathematics) , stability (learning theory) , computational complexity theory , mathematics , exploit , displacement (psychology) , computer science , mathematical optimization , algebra over a field , combinatorics , pure mathematics , geometry , psychology , computer security , machine learning , psychotherapist
Direct recursive algorithms for the solution of band Toeplitz systems are considered here. They exploit the displacement rank properties, which allow a large reduction of computational efforts and storage requirements. Their use of the Sherman–Morrison–Woodbury formula turns out to be particularly suitable for the case of unbalanced bandwidths. The computational costs of the algorithms under consideration are compared both in a theoretical and practical setting. Some stability issues are discussed as well. Copyright © 2009 John Wiley & Sons, Ltd.