program2 - 3 Implement the Schur algorithm for symmetric...

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Program 2 Numerical Linear Algebra 1 Fall 2010 Due date: via email by 11:59PM on Monday, 10/4/10 1. Implement the Cooley-Tukey FFT. Compare your results to the DFT as well as library routines that can be found on the internet and in most computational environments such as MATLAB. When comparing to library routines be sure to check the normal- izations used. 2. Implement a fast matrix vector product for circulant and Toeplitz matrices. This code will be used later for iterative methods on structured matrices.
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Unformatted text preview: 3. Implement the Schur algorithm for symmetric positive definite Toeplitz matrices. Com-pare your results to a Cholesky factorization that ignores the structure of a matrix. The solution should include the subroutine or Mfile as well as a test driver and the appropriate documentation. The test driver and documentation should include a description of the testing you did and the necessary code to repeat it. 1...
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