Numerical Experience with a Superfast Real Toeplitz Solver

摘要

We briefly describe the Generalized Schur Algorithm for the superfast solution of positive definite Toeplitz systems of equations and its relationship with Schur's algorithm and the Szego recursions. We then present some experimental results obtained with our FORTRAN implementation of this superfast Toeplitz solver. We will see that the algorithm displays favorable behavior in that the growth rates of the resulting residuals and errors are comparable with those of the Szego recursions. (kr)