Implementation of a superfast algorithm for symmetric positive definite linear equations of displacement rank 2

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Abstract

In this paper we describe the implementation and first numerical results for the superfast algorithm based on a modified version of the Bitmead/Anderson-algorithm for real symmetric positive definite matrices of displacement rank 2. The total number of arithmetic operations for this algorithm is of order 93.75 nlog(n)2 flops. The method is based on repeatedly dividing the original problem into two subproblems with leading principal submatrix and the related Schur complement. All occurring matrices are represented by generating vectors of their displacement rank characterization.

Original languageEnglish
Title of host publicationProceedings of SPIE - The International Society for Optical Engineering
EditorsFranklin T. Luk
PublisherSociety of Photo-Optical Instrumentation Engineers
Pages494-503
Number of pages10
ISBN (Print)0819416207
StatePublished - 1994
Externally publishedYes
EventAdvanced Signal Processing: Algorithms, Architectures, and Implementations V - San Diego, CA, USA
Duration: 24 Jul 199427 Jul 1994

Publication series

NameProceedings of SPIE - The International Society for Optical Engineering
Volume2296
ISSN (Print)0277-786X

Conference

ConferenceAdvanced Signal Processing: Algorithms, Architectures, and Implementations V
CitySan Diego, CA, USA
Period24/07/9427/07/94

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