Abstract We propose a new O(n)-space implementation of the GKO-Cauchy algorithm for the solution of linear systems where the coefficient matrix is Cauchy-like.
Moreover, this new algorithm makes a more efficient use of the processor cache memory; for matrices of size larger than n ≈ 500–1,000, it outperforms the customary GKO algorithm. We present an applicative case of Cauchy-like matrices with non-reconstructible
main diagonal. In this special instance, the O(n) space algorithms can be adapted nicely to provide an efficient implementation of basic linear algebra operations in terms
of the low displacement-rank generators.
Moreover, this new algorithm makes a more efficient use of the processor cache memory; for matrices of size larger than n ≈ 500–1,000, it outperforms the customary GKO algorithm. We present an applicative case of Cauchy-like matrices with non-reconstructible
main diagonal. In this special instance, the O(n) space algorithms can be adapted nicely to provide an efficient implementation of basic linear algebra operations in terms
of the low displacement-rank generators.
- Content Type Journal Article
- Category Original Paper
- DOI 10.1007/s11075-010-9361-5
- Authors
- Federico Poloni, Scuola Normale Superiore Piazza dei Cavalieri, 7 56126 Pisa Italy
- Journal Numerical Algorithms
- Online ISSN 1572-9265
- Print ISSN 1017-1398
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