On the stability of solution methods for band Toeplitz systems (Q1190111): Difference between revisions

This paper deals with the numerical stability of inversion algorithms for banded Toeplitz systems. After a few prerequisites on conditioning and stability (mainly the concept of strong- and weak stability of algorithms are defined) one defines a model for floating point computation and one considers the effects of roundoff on some elementary operations. Then one describes some known algorithms for inverting banded Toeplitz systems, and the stability problems they give rise, too. Stability conditions are stated for one of these algorithms, and finally a new algorithm is proposed which is weakly stable under large general conditions.