AN ALGORITHM FOR THE SOLUTION OF COMPLEX LINEAR SYSTEMS WITH HERMITIAN POSITIVE DEFINITE COEFFICIENT MATRICES

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Authors
  1. Lightstone, L.
Corporate Authors
Atlantis Scientific Systems Group Inc, Ottawa ONT (CAN);Defence Research Establishment Ottawa, Ottawa ONT (CAN)
MONITOR AGENCY
Communications Research Centre, Ottawa ONT (CAN)
Abstract
The report describes a method for the numerical solution of large complex systems of linear equations where the coefficient matrix is non-sparse, Hermitian and positive definite. The algorithm uses Hermitian Gaussian elimination to decompose the coefficient matrix into the product U(+) D1(-) U where U is an upper-triangular matrix and D is a diagonal matrix. The solution of the system of linear equations then proceeds by successive forward and backward substitution. The advantages of this algorithm are its increased speed, reduced storage requirements and suitability for Vector processing machines.
Date of publication
15 Sep 1986
Number of Pages
125
DSTKIM No
87-00618
CANDIS No
49466
Format(s):
Hardcopy;Originator's fiche received by DSIS;Document Image stored on Optical Disk

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