A fast algorithm for solving a Toeplitz system (Q606710)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast algorithm for solving a Toeplitz system |
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A fast algorithm for solving a Toeplitz system (English)
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18 November 2010
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The author derives a fast algorithm for solving symmetric penta-diagonal systems. The Toeplitz \(n \times n\) matrix \(A\) of the system of linear algebraic equations is decomposed. The Sherman-Morison-Woodbury formula is used to obtain conditions under which the matrix \(A\) is invertible. Quite complicated formulas lead to a fast algorithm for solving the original system. The author proves that for strictly diagonally dominant \(A\) the algorithm is stable and works well. Two numerical examples illustrate the theory.
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symmetric penta-diagonal systems of linear algebraic equations
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fast direct algorithm for finding a solution
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stability analysis
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Toeplitz system
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diagonally dominant
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factorization
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