A superfast solver for real symmetric Toeplitz systems using real trigonometric transformations
نویسندگان
چکیده
A new superfast O(n log n) complexity direct solver for real symmetric Toeplitz systems is presented. The algorithm is based on 1. the reduction to symmetric right-hand sides, 2. a polynomial interpretation in terms of Chebyshev polynomials, 3. an inversion formula involving real trigonometric transformations, and 4. an interpretation of the equations as a tangential interpolation problem. The tangential interpolation problem is solved via a divide-and-conquer strategy and fast DCT.
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عنوان ژورنال:
- Numerical Lin. Alg. with Applic.
دوره 12 شماره
صفحات -
تاریخ انتشار 2005