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arXiv 1005.0671math.NAcs.NA
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结构线性系快速算法的稳定性

Stability of fast algorithms for structured linear systems

Richard P. Brent

摘要:

本文综述了求解具有低位移秩结构的线性方程组和线性最小二乘问题的一些快速算法的数值稳定性。例如,所涉及的矩阵可以是Toeplitz或Hankel。我们认为算法,将枢轴不破坏结构,并描述了一些最近的结果,这些算法的稳定性。我们还比较了这些结果与相应的稳定性结果为著名的算法Schur/Bareiss和Levinson,和算法的基础上的半正规方程。

英文摘要:

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 semi-normal equations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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