A New Fast Direct Method For Solving Quasi-Toeplitz System of Equations

Fuente: arXiv
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Autor principal: Hasanbeigi, Shahin
Formato: Preprint
Publicado: 2024
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author Hasanbeigi, Shahin
author_facet Hasanbeigi, Shahin
contents The objective of this study is to present a novel, efficient, and fast direct method for solving linear systems of equations whose coefficient matrix is a tridiagonal Quasi-Toeplitz matrix. Such matrices are frequently encountered in the discretization of second-order differential equation problems with Neumann boundary conditions, the discretization of Quasi-Birth-and-Death processes known as QBD matrix equations, and other related applications. The presented method has been demonstrated to produce favorable results in terms of run time for moderately large systems when compared to classical direct methods, such as the LU and PLU methods.
format Preprint
id arxiv_https___arxiv_org_abs_2412_17326
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A New Fast Direct Method For Solving Quasi-Toeplitz System of Equations
Hasanbeigi, Shahin
Numerical Analysis
The objective of this study is to present a novel, efficient, and fast direct method for solving linear systems of equations whose coefficient matrix is a tridiagonal Quasi-Toeplitz matrix. Such matrices are frequently encountered in the discretization of second-order differential equation problems with Neumann boundary conditions, the discretization of Quasi-Birth-and-Death processes known as QBD matrix equations, and other related applications. The presented method has been demonstrated to produce favorable results in terms of run time for moderately large systems when compared to classical direct methods, such as the LU and PLU methods.
title A New Fast Direct Method For Solving Quasi-Toeplitz System of Equations
topic Numerical Analysis
url https://arxiv.org/abs/2412.17326