On the solution of certain toeplitz quindiagonal linear systems

Abstract

A factorisation method is described for the fast numerical solution of constant quindiagonal Toeplitz linear systems which occur repeatedly in the solution of certain non-linear partial differential equations under given Dirichlet or periodic boundary conditions. In this paper, we show the derived special linear systems can be solved efficiently by an algorithm derived from the factorisation of the coefficient matrix into 2 easily invertable rectangular matrices.

Keywords:

• Toeplitz quindiagonal linear system
• Rectangular matrix factors
• Korteweg de vries equation

C.R. Categories:

• 5.14
• 5.17