Recursive algorithms for unbalanced banded Toeplitz systems

Paola Favati, G. Lotti, O. Menchi · Numerical Linear Algebra with Applications · 2009

Abstract Direct recursive algorithms for the solution of band Toeplitz systems are considered here. They exploit the displacement rank properties, which allow a large reduction of computational efforts and storage requirements. Their use of the Sherman–Morrison–Woodbury formula turns out to be particularly suitable for the case of unbalanced bandwidths. The computational costs of the algorithms under consideration are compared both in a theoretical and practical setting. Some stability issues are discussed as well. Copyright © 2009 John Wiley & Sons, Ltd.

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