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Stability of fast algorithms for structured linear systems

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dc.contributor.authorBrent, Richard Pen_US
dc.date.accessioned2003-07-03en_US
dc.date.accessioned2004-05-19T12:30:07Zen_US
dc.date.accessioned2011-01-05T08:39:30Z
dc.date.available2004-05-19T12:30:07Zen_US
dc.date.available2011-01-05T08:39:30Z
dc.date.created1997en_US
dc.date.issued1997en_US
dc.description.abstractWe survey the numerical stability of some fast algorithms for solving systems of linear equations and linear least squares problems with a low displacement-rank structure. For example, the matrices involved may be Toeplitz or Hankel. We consider algorithms which incorporate pivoting without destroying the structure, and describe some recent results on the stability of these algorithms. We also compare these results with the corresponding stability results for the well known algorithms of Schur/Bareiss and Levinson, and for algorithms based on the semi-normal equations.en_US
dc.format.extent254286 bytesen_US
dc.format.extent356 bytesen_US
dc.format.mimetypeapplication/pdfen_US
dc.format.mimetypeapplication/octet-streamen_US
dc.identifier.urihttp://hdl.handle.net/1885/40746en_US
dc.identifier.urihttp://digitalcollections.anu.edu.au/handle/1885/40746
dc.language.isoen_AUen_US
dc.subjectBareiss algorithmen_US
dc.subjectLevinson algorithmen_US
dc.subjectSchur algorithmen_US
dc.subjectToeplitz matricesen_US
dc.subjectdisplacement ranken_US
dc.subjectgeneralized Schur algorithmen_US
dc.subjectnumerical stability.en_US
dc.subjectTR-CSen_US
dc.titleStability of fast algorithms for structured linear systemsen_US
dc.typeWorking/Technical Paperen_US
local.citationTR-CS-97-18en_US
local.contributor.affiliationANUen_US
local.contributor.affiliationDepartment of Computer Science, FEITen_US
local.description.refereednoen_US
local.identifier.citationmonthsepen_US
local.identifier.citationyear1997en_US
local.identifier.eprintid1574en_US
local.rights.ispublishedyesen_US

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