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Schur-type Algorithms for the Solution of Hermitian Toeplitz Systems via Factorization

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Part of the book series: Operator Theory: Advances and Applications ((OT,volume 160))

Abstract

In this paper fast algorithms for the solution of systems Tu = b with a strongly nonsingular hermitian Toeplitz coefficient matrix T via different kinds of factorizations of the matrix T are discussed. The first aim is to show that ZW-factorization of T is more efficient than the corresponding LU-factorization. The second aim is to design and compare different Schurtype algorithms for LU- and ZW-factorization of T. This concerns the classical Schur-Bareiss algorithm, 3-term one-step and double-step algorithms, and the Schur-type analogue of a Levinson-type algorithm of B. Krishna and H. Krishna. The latter one reduces the number of the multiplications by almost 50% compared with the classical Schur-Bareiss algorithm.

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Dedicated to our teacher and friend Israel Gohberg

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Heinig, G., Rost, K. (2005). Schur-type Algorithms for the Solution of Hermitian Toeplitz Systems via Factorization. In: Gohberg, I., et al. Recent Advances in Operator Theory and its Applications. Operator Theory: Advances and Applications, vol 160. Birkhäuser Basel. https://doi.org/10.1007/3-7643-7398-9_11

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