An algorithm to solve Hilbert systems of linear equations precisely (Q1908247)

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scientific article; zbMATH DE number 847556
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An algorithm to solve Hilbert systems of linear equations precisely
scientific article; zbMATH DE number 847556

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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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