The conditioning of Toeplitz band matrices
When one applies boundary value methods to the solution of initial value problems, one is concerned with the behavior of the inverses of certain Toeplitz band matrices. The authors derive practical conditions to check the well-conditioning of a family of nonsingular Toeplitz band matrices. The results are based on the location of the zeros of a polynomial associated with this family. The same analysis is used to derive uniform componentwise bounds for the entries of the inverse matrices in such a family.
scientific article; zbMATH DE number 915040
scientific article