Parallel solution of symmetric positive definite systems with hyperbolic rotations

DOI10.1016/0024-3795(86)90163-1zbMath0587.65019MaRDI QIDQ1072335

Jean-Marc Delosme, Ilse C. F. Ipsen

Publication date: 1986

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(86)90163-1

zbMATH Keywords

parallel solution; Toeplitz system; hyperbolic rotations; backsubstitution; Forward elimination

Mathematics Subject Classification ID

65F05: Direct numerical methods for linear systems and matrix inversion

Related Items

Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure, Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing, Least squares modifications with inverse factorizations: Parallel implications, Computing \(A^ T A-B^ T B=L^ T DL\) using generalized hyperbolic transformations, From Bareiss' algorithm to the stable computation of partial correlations

Cites Work

• Toeplitz matrices with banded inverses
• A method of matrix inverse triangular decomposition based on contiguous principal submatrices
• Schur Parametrization of Positive Definite Block-Toeplitz Systems
• A highly concurrent algorithm and pipeleined architecture for solving Toeplitz systems
• The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations
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