Fast algorithms for skewsymmetric Toeplitz matrices

MaRDI QIDQ4801260zbMATH OpenFDO

Authors G. Heinig, Karla Rost

Publication date 19 October 2003

zbMATH Keywords

Gohberg-Semencul type inversion formulasLevinson algorithmLU factorizationSchur algorithmskewsymmetric Toeplitz matricesZW factorization

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

Like the split Levinson and Schur algorithms [cf. \textit{A. Melman}, Linear Algebra Appl. 301, 145-152 (1999; Zbl 0964.65026); \textit{A. Melman}, SIAM J. Matrix Anal. Appl. 23, 256-270 (2001; Zbl 0992.65015); Linear Algebra Appl. 338, 219-237 (2001; Zbl 0991.65031)], this paper derives corresponding algorithms for skewsymmetric Toeplitz matrices. These algorithms require about half the number of operations of the algorithms for general Toeplitz matrices. They can be used to derive Gohberg-Semencul type inversion formulas, LU and bowtie (ZW) factorizations of the matrix and its inverse and of course to solve linear systems. A numerical error analysis is not included. For the entire collection see [Zbl 1005.00052].

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• Poisson structures for difference equations
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