ANU Computer Science Technical Reports
Richard P. Brent.
Stability of fast algorithms for structured linear systems.
[POSTSCRIPT (127261 bytes)]
Abstract: We survey the numerical stability of some
fast algorithms for solving systems of linear equations and linear least
squares problems with a low displacement-rank structure. For example, the
matrices involved may be Toeplitz or Hankel. We consider algorithms which
incorporate pivoting without destroying the structure, and describe some
recent results on the stability of these algorithms. We also compare these
results with the corresponding stability results for the well known
algorithms of Schur/Bareiss and Levinson, and for algorithms based on the
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Last modified: Mon Sep 8 11:49:17 EST 1997