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

Thomas K. Huckle

doi:10.1117/12.190861

28 October 1994 Implementation of a superfast algorithm for symmetric positive definite linear equations of displacement rank 2

Thomas K. Huckle

Author Affiliations +

Proceedings Volume 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V; (1994) https://doi.org/10.1117/12.190861
Event: SPIE's 1994 International Symposium on Optics, Imaging, and Instrumentation, 1994, San Diego, CA, United States

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.

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Thomas K. Huckle "Implementation of a superfast algorithm for symmetric positive definite linear equations of displacement rank 2", Proc. SPIE 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V, (28 October 1994); https://doi.org/10.1117/12.190861

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