Look-ahead Levinson and Schur algorithms for non-Hermitian Toeplitz systems

DOI10.1007/s002110050116zbMath0823.65023OpenAlexW1996557319MaRDI QIDQ1893485

Marlis Hochbruck, Martin H. Gutknecht

Publication date: 24 October 1995

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002110050116

zbMATH Keywords

Levinson algorithmSchur algorithmfast algorithmfast polynomial arithmeticdivide and conquerHermitian Toeplitz matrixLDU factorizationlook-ahead algorithm

Mathematics Subject Classification ID

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

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