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TW 224
M. Van Barel and A. Bultheel
A look-ahead algorithm for the solution of block Toeplitz systems
Abstract
In this report, we give a weakly stable algorithm to solve a block Toeplitz system of linear equations. If the ``look-ahead'' steps taken to compute the parameters of the inversion formula for the block Toeplitz matrix are small compared to the order n of the matrix, the algorithm requires O(n2) floating point operations. The parameters of the inversion formula are interpreted and computed in a recursive way as solutions of certain interpolation problems given the formal Laurent series based on the data of the block Toeplitz matrix.
report.pdf (7.9M) / mailto: M. Van Barel