A fast algorithm for solving Toeplitz penta-diagonal systems

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Publication:2266958





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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