| Title: |
A look-ahead Schur algorithm |
| Authors: |
Gallivan, K.; Thirumalai, S.; Van Dooren, Paul; Fifth SIAM Conference on Applied Linear Algebra |
| Contributors: |
UIUC - ECE; UCL - FSA/INMA - Département d'ingénierie mathématique |
| Publication Year: |
1994 |
| Collection: |
DIAL@USL-B (Université Saint-Louis, Bruxelles) |
| Description: |
The classical Schur algorithm computes the LDL T factorization of a symmetric Toeplitz matrix in O(n 2 ) operations, but requires that all the principal minors of the matrix be nonsingular. Look-ahead schemes have been proposed to deal with matrices that have exactly singular principal minors [9], [11]. Unfortunately, these algorithms cannot be extended to matrices that have ill-conditioned principal minors. Consequently, the relative errors obtained using the classical Schur algorithm on matrices having ill-conditioned principal minors is very poor. In this paper, we propose a look-ahead scheme for such matrices and present empirical results which demonstrate the improvement over the classical Schur algorithm for symmetric Toeplitz matrices with ill-conditioned principal minors. |
| Document Type: |
conference object |
| Language: |
English |
| Relation: |
boreal:80998; http://hdl.handle.net/2078.1/80998 |
| Availability: |
http://hdl.handle.net/2078.1/80998 |
| Accession Number: |
edsbas.768A2CE0 |
| Database: |
BASE |