Implementation of a Superfast Algorithm for Symmetric Positive Deenite Linear Equations of Displacement Rank 2
نویسنده
چکیده
In this paper we describe the implementation and rst numerical results for the su-perfast algorithm based on a modiied version of the Bitmead/Anderson-algorithm for real symmetric positive deenite matrices of displacement rank 2. The total number of arithmetic operations for this algorithm is of order 93:75 n log(n) 2 ops. The method is based on repeatedly dividing the original problem into two subproblems with leading principal submatrix and the related Schur complement. All occuring matrices are represented by generating vectors of their displacement rank characterization.
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تاریخ انتشار 2007