In this paper we propose a new algorithm to solve large Toeplitz systems. It consists of two steps. First, we embed the system of order N into a semi-infinite Toeplitz system and compute the first N components of its solution by an algorithm of complexity O(N log2 N). Then we check the accuracy of the approximate solution, by an a posteriori criterion, and update the inaccurate components by solving a small Toeplitz system. The numerical performance of the method is then compared with the conjugate gradient method, for 3 different preconditioners. It turns out that our method is compatible with the best PCG methods concerning the accuracy and superior concerning the execution time.
Scheda prodotto non validato
Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo
Titolo: | An algorithm for solving Toeplitz systems by embedding in infinite systems |
Autori: | |
Data di pubblicazione: | 2005 |
Handle: | http://hdl.handle.net/11584/23630 |
ISBN: | 978-3-7643-7290-3 |
Tipologia: | 2.1 Contributo in volume (Capitolo o Saggio) |