On solution of large systems of linear equations with block-Toeplitz banded matrices

被引:0
|
作者
Malyshev, A. N. [1 ]
机构
[1] Univ Bergen, Dept Math, N-5020 Bergen, Norway
关键词
block-Toeplitz matrix; cyclic reduction; backward roundoff-error stability;
D O I
10.1134/S1064562413020099
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A novel numerical algorithm is proposed for solving systems of linear equations with block-Toeplitz narrow-banded matrices. Its arithmetical cost is about double of that of the block cyclic reduction. The backward roundoff error stability of the method guarantees its reliability for the matrices that are not symmetric positive definite or diagonally dominant.
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页码:153 / 155
页数:3
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