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On Certain Parallel Toeplitz Linear System Solvers

Joseph F. Grcar, Ahmed Sameh

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Abstract

In this paper we describe three algorithms for solving positive-definite banded Toeplitz systems of linear equations on parallel computers. Assuming we have $4mn$ processors, where n is the order of the system and m is the number of super- or subdiagonals, each system may be solved in $O(m\log n)$ time steps. Numerical experiments that compare the behavior of these algorithms in solving pentadiagonal Toeplitz systems are presented.

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What this paper is about

In this paper we describe three algorithms for solving positive-definite banded Toeplitz systems of linear equations on parallel computers. Assuming we have $4mn$ processors, where n is the order of the system and m is the number of super- or subdiagonals, each system may be solved in $O(m\log n)$ time steps. Numerical experiments that compare the behavior of these algorithms in solving pentadiagonal Toeplitz systems are presented.

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Available abstract

In this paper we describe three algorithms for solving positive-definite banded Toeplitz systems of linear equations on parallel computers. Assuming we have $4mn$ processors, where n is the order of the system and m is the number of super- or subdiagonals, each system may be solved in $O(m\log n)$ time steps. Numerical experiments that compare the behavior of these algorithms in solving pentadiagonal Toeplitz systems are presented.

Key concepts: Toeplitz matrix, Levinson recursion, Linear system, Mathematics, Positive-definite matrix, System of linear equations, Applied mathematics, Algorithm

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