A fast method for solving a block tridiagonal quasi-Toeplitz linear system (Q2211438)
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English | A fast method for solving a block tridiagonal quasi-Toeplitz linear system |
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A fast method for solving a block tridiagonal quasi-Toeplitz linear system (English)
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11 November 2020
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Summary: This paper addresses the problem of solving block tridiagonal quasi-Toeplitz linear systems. Inspired by [\textit{L. Du} et al., Appl. Math. Lett. 75, 74--81 (2018; Zbl 1377.65037)], we propose a more general algorithm for such systems. The algorithm is based on a block decomposition for block tridiagonal quasi-Toeplitz matrices and the Sherman-Morrison-Woodbury inversion formula. We also compare the proposed approach to the standard block \(LU\) decomposition method and the Gauss algorithm. A theoretical error analysis is also presented. All algorithms have been implemented in Matlab. Numerical experiments performed on a wide variety of test problems show the effectiveness of our algorithm in terms of efficiency, stability and robustness.
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system of linear equations
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block tridiagonal quasi-Toeplitz matrix
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block LU decomposition
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Sherman-Morrison-Woodbury inversion formula
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