Numerical experience with a superfast real Toeplitz solver
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Authors
Gragg, William B.
Ammar, Gregory S.
Subjects
Fast Schur algorithm
Fast Toeplitz solver
Numerical stability
Fast schur algorithm
Fast toeplitz solver
Numerical stability
Fast Toeplitz solver
Numerical stability
Fast schur algorithm
Fast toeplitz solver
Numerical stability
Advisors
Date of Issue
1989-02
Date
1989-02
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
We briefly describe the Generalized Schur Algorithm for the superfast solution of positive definite Toeplitz systems of equations and its relationship with Schur's algorithm and the Szego recursions. We then present some experimental results obtained with our FORTRAN implementation of this superfast Toeplitz solver. We will see that the algorithm displays favorable behavior in that the growth rates of the resulting residuals and errors are comparable with those of the Szego recursions
Type
Technical Report
Description
Series/Report No
Department
Mathematics
Identifiers
NPS Report Number
NPS-53-89-008
Sponsors
Prepared for: Naval Postgraduate School and the National Science Foundation, Washington
Funder
O&MN, Direct funding
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.