Look-ahead Levinson- and Schur-type recurrences in the Padé table

zbMATH Open0852.41012MaRDI QIDQ1920161FDOQ1920161

Marlis Hochbruck, Martin H. Gutknecht

Publication date: 9 December 1996

Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/118935

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zbMATH Keywords

fast algorithmToeplitz matrixLevinson algorithmSchur algorithmlook-aheadbiorthogonal polynomialsPadé approximants

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Prediction theory (aspects of stochastic processes) (60G25) Linear equations (linear algebraic aspects) (15A06) Moment problems and interpolation problems in the complex plane (30E05) Padé approximation (41A21) Trigonometric moment problems in one variable harmonic analysis (42A70)

Cited In (14)

• Stable row recurrences for the Padé table and generically superfast lookahead solvers for non-Hermitian Toeplitz systems
• A new method for deriving adjacent approximants in the Padé table
• A fast Hankel solver based on an inversion formula for Loewner matrices
• Optimized look-ahead recurrences for adjacent rows in the Padé table
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• Recursive computation of Padé-Legendre approximants and some acceleration properties.
• Look-ahead methods for block Hankel systems
• A stabilized superfast solver for indefinite Hankel systems
• The multipoint Padé table and general recurrences for rational interpolation
• VPAStab\((J,L)\): an iterative method with look-ahead for the solution of large sparse linear systems
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• Further optimized look-ahead recurrences for adjacent rows in the Padé table and Toeplitz matrix factorizations
• A lookahead algorithm for the solution of block Toeplitz systems
• Diagonal pivoting for partially reconstructible Cauchy-like matrices, with applications to Toeplitz-like linear equations and to boundary rational matrix interpolation problems

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