Fast direct solvers for some complex symmetric block Toeplitz linear systems
نویسنده
چکیده
We consider the solution of a class of complex symmetric block Toeplitz linear systems, arising from integral equations problems. Algorithms that exploit the Toeplitz structure provide considerable savings on the number of arithmetic operations, compared to the classical Cholesky factorization. We propose a fast Schur algorithm adapted to the complex symmetric case. We detail blocked variants, that perform better by a wider use of BLAS3 primitives. We also propose a solver, based on an augmented matrix approach, that allows a substantial decrease in the use of memory, by avoiding an explicit assembly of the Cholesky factor. All algorithms have been implemented and numerical results are included to illustrate the effectiveness of our approach.
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تاریخ انتشار 2004