On the solution of circulant linear systems
SIAM Journal on Numerical Analysis
Applied numerical linear algebra
Applied numerical linear algebra
Efficient solution of a partial integro-differential equation in finance
Applied Numerical Mathematics
A fast algorithm for the inversion of general Toeplitz matrices
Computers & Mathematics with Applications
Symbolic algorithm for solving cyclic penta-diagonal linear systems
Numerical Algorithms
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A new numerical algorithm for solving nearly penta-diagonal Toeplitz linear systems is presented. The algorithm is suited for implementation using Computer Algebra Systems (CASs) such as MATLAB, MACSYMA and MAPLE. Numerical examples are given in order to illustrate the efficiency of our algorithm.