Title: Towards an efficient implementation for the resolution of structured linear system Benoit Lacelle and Eric SchostComputer Science Department, University of Western Ontario, Canada
Lots of linear algebra problems can be reduced to the resolution of a linear system: A.X = B. When they are expressed in such a form, it appears that A often admits a pattern : it is said to be a structured matrix. To accelerate its resolution, one can take advantage of that structure. This talk will present our efficient implementation of the Morf-Bitmead-Anderson algorithm for the inversion of scalar structured matrices : its time complexity is quasi-linear in the size of A. That implementation has been associated with a Newton Iteration taking advantage of the structure of A : it is able to inverse polynomial structured matrices with again a time complexity quasi-linear in the size of A. |