A fast parallel Björck-Pereyra-type algorithm for solving Cauchy linear equations
type: Item
instance of: scholarly article
title: A fast parallel Björck-Pereyra-type algorithm for solving Cauchy linear equations
zbMATH Open document ID: 0964.65025
DOI: 10.1016/S0024-3795(99)00115-9
author: Tibor Boros
author: T. Kailath
author: V. Olshevsky
published in: Linear Algebra and its Applications
publication date: 1999-01-01T00:00:00Z
review text: This paper deals with Cauchy systems of linear equations. A new fast parallel algorithm is proposed. The new solver is an analog of the well-known Björck-Pereyra algorithm for Vandemonde systems. Numerical examples are given to illustrate the high relative accuracy. In particular, Hilbert linear systems, often considered to be to ill-conditioned to be attached, can be rapidly solved with high precision. Rounding error analysis are performed and the results indicate that for totally positive Cauchy systems the new algorithm is forward and backward stable.
Mathematics Subject Classification ID: 65F05
Mathematics Subject Classification ID: 65Y05
zbMATH DE Number: 1419870
zbMATH Keywords: Cauchy matrix
zbMATH Keywords: stability
zbMATH Keywords: numerical examples
zbMATH Keywords: rounding error analysis
zbMATH Keywords: Cauchy systems
zbMATH Keywords: fast parallel algorithm
zbMATH Keywords: Björck-Pereyra algorithm
zbMATH Keywords: Hilbert linear systems
reviewed by: Liu Xinguo
describes a project that uses: mctoolbox
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1419870