• DocumentCode
    835035
  • Title

    Solution to the problem of instability in banded Toeplitz solvers

  • Author

    Gavel, Donald T.

  • Author_Institution
    Dept. of Electr. Eng., Lawrence Livermore Nat. Lab., CA, USA
  • Volume
    40
  • Issue
    2
  • fYear
    1992
  • fDate
    2/1/1992 12:00:00 AM
  • Firstpage
    464
  • Lastpage
    466
  • Abstract
    The author presents a numerically stable approach to solving banded Toeplitz systems of n linear equations. The algorithm is fast in that it requires only O(nq) operations, where q is the bandwidth of the matrix. An earlier version of the banded Toeplitz algorithm presented in the literature suffers from numerical instability. The author solves the instability problem by developing numerically stable alternatives to the back substitution process. These new algorithms have roughly the same number of calculations as simple back substitution, O(nq), and therefore can be used effectively in place of back substitution. The stabilization procedures described have been used to find accurate solutions to systems of order several thousand
  • Keywords
    matrix algebra; numerical analysis; stability; Toeplitz matrix; banded Toeplitz systems; linear equations; numerical instability; Bandwidth; Equations; Linear systems; Numerical stability; Process control; Reflection; Signal processing algorithms;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.124961
  • Filename
    124961