Solving linear systems with a Levinson-like solver

MaRDI QIDQ836673zbMATH OpenFDO

Authors Raf Vandebril, Marc van Barel, Nicola Mastronardi

Publication date 8 September 2009

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

Full work available at URL https://eudml.org/doc/130651, http://www.emis.de/journals/ETNA/vol.26.2007/pp243-269.dir/pp243-269.html

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zbMATH Keywords

algorithmcomplexityquasiseparable matricesband matricesToeplitz systemsupper triangular matricescompanion matricessystem solvingarrowhead matricesconfederate matricesfellow matricesgeneral dense matricesGivens-vector representable semiseparable matriceshigher order generator semiseparable matricesLevinson conform matricesLevinson methodlook ahead methodsupper triangular factorizationYule-Walker-like equation

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Complexity and performance of numerical algorithms (65Y20) Hermitian, skew-Hermitian, and related matrices (15B57)

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• Block iterative methods for solving multi-linear systems

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