A fast algorithm for solving Toeplitz penta-diagonal systems (Q2266958)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast algorithm for solving Toeplitz penta-diagonal systems |
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A fast algorithm for solving Toeplitz penta-diagonal systems (English)
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26 February 2010
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The author describes a fast solver of linear systems \(Ax = b\) with \(A\) in Toeplitz diagonally dominant penta diagonal form. The method perturbs the system matrix \(A = A' + C\) so that \(A' = LU\) has a 3-diagonal Toeplitz LU factorization and \(C\) is the sum of two dyads specified by the entries of \(L\) and \(U\) and uses subsequent corrections. Detailed operations counts and error analyses are supplied.
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linear equation
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penta diagonal linear system
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Toeplitz matrix
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fast solver
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perturbed system
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LU factorization
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error analyses
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