Implementation of a superfast algorithm for symmetric positive definite linear equations of displacement rank 2
Thomas Huckle · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1994
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.