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A fast method for solving a block tridiagonal quasi-Toeplitz linear system

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Resumo:This paper addresses the problem of solving block tridiagonal quasi-Toeplitz linear systems. Inspired by Du, we propose a more general algorithm for such systems. The algorithm is based on a block decomposition for block tridiagonal quasi-Toeplitz matrices and the Sherman–Morrison–Woodbury inversion formula. We also compare the proposed approach to the standard block LU decomposition method and the Gauss algorithm. A theoretical error analysis is also presented. All algorithms have been implemented in Matlab. Numerical experiments performed on a wide variety of test problems show the e¤ectiveness of our algorithm in terms of efficiency, stability, and robustness.
Autores principais:Belhaj, Skander
Outros Autores:Hcini, Fahd; Zhang, Yulin
Assunto:System of linear equations block tridiagonal quasi-Toeplitz matrix block LU decomposition Sherman–Morrison–Woodbury inversion formula
Ano:2019
País:Portugal
Tipo de documento:artigo
Tipo de acesso:acesso aberto
Instituição associada:Universidade do Minho
Idioma:inglês
Origem:RepositóriUM - Universidade do Minho

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