Stabilizing Trench's algorithm to invert symmetric Toeplitz matrices

DOI10.1016/0096-3003(94)90108-2MaRDI QIDQ1316134zbMATH OpenOpenAlexFDO

Authors V. Lakshmikantham, Syamal K. Sen, V. Ch. Venkaiah, Seenith Sivasundaram

Publication date 31 August 1994

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(94)90108-2

zbMATH Keywords

inversion of Toeplitz matricesmatrix inversionTrench's algorithm

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

The original Trench algorithm for the inversion of Toeplitz matrices may be applied only to matrices with non-vanishing leading minors. When leading minors of the Toeplitz matrix \(T\) are vanishing or nearly vanishing, the authors propose to apply \textit{S. Zohar's} formulation of Trench's algorithm [J. Assoc. Comput. Machin. 16, 592-601 (1969; Zbl 0194.181) and ibid. 21, 272-276 (1974; Zbl 0276.65014)] to the positive definite \(T+\alpha I\) and to use persymmetric diagonal modifications of this matrix to evaluate \(T^{-1}\). The efficiency of the algorithm is achieved by careful exploitation of the symmetry and persymmetry properties of the matrices involved in computations.

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Cites work

• An Algorithm for the Inversion of Finite Toeplitz Matrices
• scientific article; zbMATH DE number 3473182 (Why is no real title available?)
• Rank-Augmented LU-Algorithm for Computing Generalized Matrix Inverses
• Stability of Methods for Solving Toeplitz Systems of Equations
• The Solution of a Toeplitz Set of Linear Equations
• Toeplitz Matrix Inversion: The Algorithm of W. F. Trench

Cited in

(6)

• Special issue: Lakshmikantham's legacy: a tribute on his 75th birthday
• A brief biography and survey of collected works of V. Lakshmikantham
• scientific article; zbMATH DE number 4109941 (Why is no real title available?)
• scientific article; zbMATH DE number 5044716 (Why is no real title available?)
• A classic Trench-type algorithm for skew-symmetric Toeplitz matrices
• Open problems in computational linear algebra

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