High Performance Algorithms for Toeplitz and block Toeplitz matrices
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High Performance Algorithms for Toeplitz and block Toeplitz matrices
منابع مشابه
NORTH- HOLLAND High Performance Algorithms for Toeplitz and Block Toeplitz Matrices
In this paper, we present several high performance variants of the classical Schur algorithm to factor various Toeplitz matrices. For positive definite block Toeplitz matrices, we show how hyperbolic Householder transformations may be blocked to yield a block Schur algorithm. This algorithm uses BLAS3 primitives and makes efficient use of a memory hierarchy. We present three algorithms for inde...
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This paper presents a block Schur algorithm to obtain a factorization of a symmetric block Toeplitz matrix. It is inspired by the various block Schur algorithms that have appeared in the literature but which have not considered the innuence of performance tradeoos on implementation choices. We develop a version based on block hyperbolic Householder reeectors by adapting the representation schem...
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Fast 0(n2) implementation of Gaussian elimination with partial pivoting is designed for matrices possessing Cauchy-like displacement structure. We show how Toeplitz-like, Toeplitz-plus-Hankel-like and Vandermondelike matrices can be transformed into Cauchy-like matrices by using Discrete Fourier, Cosine or Sine Transform matrices. In particular this allows us to propose a new fast 0{n2) Toeplit...
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تاریخ انتشار 1996