On the Solution of Block Hessenberg Systems
On the Solution of Block Hessenberg Systems
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Date
1998-10-15
Authors
Stewart, G. W.
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Abstract
This paper describes a divide-and-conquer strategy for solving block
Hessenberg systems. For dense matrices the method is a little more
efficient than Gaussian elimination; however, because it works almost
entirely with the original blocks, it is be much more efficient for
sparse matrices or matrices whose blocks can be generated on the fly.
For Toeplitz matrices, the algorithm can be combined with the fast
Fourier transform to give a new superfast algorithm.
(Also cross-referenced as UMIACS-TR-92-109)