Solving linear systems with a Levinson-like solver

zbMath1171.65366MaRDI QIDQ836673

Marc Van Barel, Raf Vandebril, Nicola Mastronardi

Publication date: 8 September 2009

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/130651

zbMATH Keywords

complexityalgorithmupper triangular matricesquasiseparable matricesband matricesToeplitz systemscompanion matricessystem solvingarrowhead matricesconfederate matricesfellow matricesgeneral dense matricesGivens-vector representable semiseparable matriceshigher order generator semiseparable matricesLevinson conform matricesLevinson methodlook ahead methodsupper triangular factorizationYule-Walker-like equation

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Hermitian, skew-Hermitian, and related matrices (15B57) Complexity and performance of numerical algorithms (65Y20) Direct numerical methods for linear systems and matrix inversion (65F05)

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