On the solution of block Hessenberg systems
Title | On the solution of block Hessenberg systems |
Publication Type | Journal Articles |
Year of Publication | 1995 |
Authors | Stewart G.W |
Journal | Numerical Linear Algebra with Applications |
Volume | 2 |
Issue | 3 |
Pagination | 287 - 296 |
Date Published | 1995/05/01/ |
ISBN Number | 1099-1506 |
Keywords | block Hessenberg matrix, Block Toeplitz matrix, linear system, queue |
Abstract | This paper describes a divide-and-conquer strategy for solving block Hessenberg systems. For dense matrices the method is as efficient as Gaussian elimination; however, because it works almost entirely with the original blocks, it is much more efficient for sparse matrices or matrices whose blocks can be generated on the fly. For Toeplitz matrices, the algorithm can be combined with the fast Fourier transform. |
URL | http://onlinelibrary.wiley.com/doi/10.1002/nla.1680020309/abstract |
DOI | 10.1002/nla.1680020309 |