An algorithm to solve Hilbert systems of linear equations precisely (Q1908247)
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English | An algorithm to solve Hilbert systems of linear equations precisely |
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An algorithm to solve Hilbert systems of linear equations precisely (English)
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5 August 1996
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To solve the linear system \(Hx= y\), where \(H= [(i+ j- 1)^{- 1}]\) is a Hilbert matrix, the column order is reversed which turns it into a Toeplitz system. The Toeplitz system can be solved with the Levinson algorithm. If the right-hand side consists of rational numbers, all the computations can be done in integer arithmetic avoiding floating point rounding errors. However, because these integers grow rapidly, due to the ill-conditioning, the calculations should be done in modular arithmetic. This results in \(O(n^2)\) modular operations per modulo class which can be performed in parallel. There is a nonzero possibility that the algorithm fails if a division by a number in residue class zero occurs. Then the calculations are to be repeated with another prime modulus.
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parallel computation
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Hilbert matrix
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Toeplitz system
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Levinson algorithm
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ill-conditioning
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modular arithmetic
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