On computer realization of algorithms for solving.pdfVIP

On computer realization of algorithms for solving special block linear systems Borislav V. Minchev? Ivan G. Ivanov?? ? Faculty of Mathematics and Informatics, Shoumen University, Shoumen, 9712, Bulgaria e-mail: Borko.Minchev@ii.uib.no ? ? Faculty of Economics and Business Administration, Sofia University, Sofia 1113, Bulgaria e-mail: i ? ivanov@feb.uni-sofia.bg Abstract The solution of Hermitian block circulant tridiagonal linear system is investigated. This special kind of system appears in many applications. We propose new approach of El-sayed’s method and develop two new algorithms for solving such kind of systems. Numerical experiments with our algorithms and some classical algorithms are executed. Numerical examples are given to illustrate the effectiveness of the proposed algorithms. Keywords: linear system, block circulant matrix, matrix equation, Woodburry’s formula. 1 Introduction Many problems in practice lead to the solution of linear systems having special coefficient matrices. Tridiagonal block circulant linear systems arise from a finite difference approximation to Poisson’s equa- tion on a rectangular region with periodicity conditions [2, 5], in approximation of periodic functions using splines [1, 10] and etc. It is known that this systems have the form M? x? = f, (1) where M? = ? ??????????? A B B? B? A B B? A . 0 . . . . . . 0 . . . . . B B B? A ? ??????????? , (2) is Hermitian block circulant matrix with block size n. A and B are m×m blockss. Let introduce the following notation x? = {x?i}i=1,...,n, f = {fi}i=1,...,n, where x?i and fi, are block with size m × 1. The purpose of this paper is to develop new algorithms for solving (1) which are based on method proposed in [3]. According to the results obtained in [9] we propose two new algorithms and compare tham with classical LU factorization and Cholesky factorization [6], concerning time for implementa- tion, number of operations and storage memory. Numerical experiments corroborating the theore