Symmetric Gaussian elimination for Cauchy-type matrices with application to positive definite Toeplitz matrices (Q1392764): Difference between revisions

New methods for solving systems of linear equations with Hermitian positive definite Toeplitz matrices are given. The given matrix is first transformed into a Cauchy-type matrix, then symmetric Gaussian elimination is applied. For moderately ill-conditioned matrices total pivoting is proposed. For very ill-conditioned matrices an alternative method is described. This involves the replacement of small diagonal entries by a small number. The total computational cost is \(O(n^2)\). It is shown by computational experiments that the proposed algorithms are stable and reliable. Relative advantages of the author's methods over other known methods are carefully documented.