An Efficient and Stable Parallel Solution for Non-Symmetric Toeplitz Linear Systems

Autores UPV
Año
CONGRESO An Efficient and Stable Parallel Solution for Non-Symmetric Toeplitz Linear Systems

Abstract

In this paper, we parallelize a new algorithm for solving non-symmetric Toeplitz linear systems. This algorithm embeds the Toeplitz matrix in a larger structured matrix, then transforms it into an embedded Cauchy-like matrix by means of trigonometric modifications. Finally, the algorithm applies a modified QR transformation to triangularize the augmented matrix. The algorithm combines e.ciency and stability. It has been implemented using standard tools and libraries, thereby producing a portable code. An extensive experimental analysis has been performed on a cluster of personal computers. Experimental results show that we can obtain efficiencies that are similar to other fast parallel algorithms, while obtaining more accurate results with only one iterative refinement step in the solution.