Thursday, September 21, 9:30 am in room MTH 3206, University of Maryland,
College Park
Inversion of Toeplitz matrices with pivoting
Prof. Israel Gohberg
Department of Mathematics,
Tel Aviv University and University of Maryland
icg@math.umd.edu
Fast inversion algorithms for structured matrices usually
do not allow pivoting and assume that the principal minors
of the matrix are invertible. Recently was developed the
"look ahead" approach which enables these restrictions to
be avoided. Here an alternative method is proposed which is
based on fast algorithms of Gaussian elimination for structured
matrices. These algorithms use pivoting for Cauchy matrices.
For Toeplitz matrices various formulas which transform
them in matrices of Cauchy type are proposed. Discrete Fourier
Transform and displacement structure of matrices play an
important role.
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