A modified direct preconditioner for indefinite symmetric Toeplitz systems:

Abstract: "A modification is presented of the classical O(n²) algorithm of Trench for the direct solution of Toeplitz systems of equations. The Trench algorithm can be guaranteed to be stable only for matrices that are (symmetric) positive definite; it is generally unstable otherwise. The modif...

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Bibliographische Detailangaben
1. Verfasser: Concus, Paul (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: Urbana, Ill. University of Illinois at Urbana-Champaign, Dept. of Computer Science 1992
Schlagworte:
Zusammenfassung:Abstract: "A modification is presented of the classical O(n²) algorithm of Trench for the direct solution of Toeplitz systems of equations. The Trench algorithm can be guaranteed to be stable only for matrices that are (symmetric) positive definite; it is generally unstable otherwise. The modification permits extension of the algorithm to compute an approximate inverse in the indefinite symmetric case, for which the unmodified algorithm breaks down when principal submatrices are singular. As a preconditioner, this approximate inverse has an advantage that only matrix-vector multiplications are required for the solution of a linear system, without forward and backward solves
Beschreibung:14 Bl. 28 cm

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