A fast algorithm for solving Toeplitz penta-diagonal systems

DOI10.1016/J.AMC.2009.11.026zbMath1194.65043OpenAlexW1968255283MaRDI QIDQ2266958

S. S. Nemani

Publication date: 26 February 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.11.026

zbMATH Keywords

Toeplitz matrixLU factorizationperturbed systemlinear equationfast solvererror analysespenta diagonal linear system

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (7)

An algorithm for solving nonsymmetric penta-diagonal Toeplitz linear systems ⋮ A fast algorithm for solving diagonally dominant symmetric quasi-pentadiagonal Toeplitz linear systems ⋮ On solving pentadiagonal linear systems via transformations ⋮ A fast algorithm for solving a Toeplitz system ⋮ A structure-preserving algorithm for linear systems with circulant pentadiagonal coefficient matrices ⋮ On a homogeneous recurrence relation for the determinants of general pentadiagonal Toeplitz matrices ⋮ Numerical algorithm for the determinant evaluation of cyclic pentadiagonal matrices with Toeplitz structure

Cites Work

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• Efficient solution of a partial integro-differential equation in finance
• The use of the factorization of five-diagonal matrices by tridiagonal Toeplitz matrices
• A new method for solving symmetric circulant tridiagonal systems of linear equations
• A fast algorithm for solving special tridiagonal systems
• Parallel algorithms for solving tridiagonal and near-circulant systems.
• An Efficient Method for Second Order Boundary Value Problems with Two Point Boundary Conditions

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