TY - JOUR
T1 - Superfast solution of linear convolutional Volterra equations using QTT approximation
AU - Roberts, Jason A.
AU - Savostyanov, Dmitry V.
AU - Tyrtyshnikov, Eugene E.
PY - 2014/4/1
Y1 - 2014/4/1
N2 - We address a linear fractional differential equation and develop effective solution methods using algorithms for the inversion of triangular Toeplitz matrices and the recently proposed QTT format. The inverses of such matrices can be computed by the divide and conquer and modified Bini's algorithms, for which we present the versions with the QTT approximation. We also present an efficient formula for the shift of vectors given in QTT format, which is used in the divide and conquer algorithm. As a result, we reduce the complexity of inversion from the fast Fourier level O(nlogn) to the speed of superfast Fourier transform, i.e., O(log2n). The results of the paper are illustrated by numerical examples.
AB - We address a linear fractional differential equation and develop effective solution methods using algorithms for the inversion of triangular Toeplitz matrices and the recently proposed QTT format. The inverses of such matrices can be computed by the divide and conquer and modified Bini's algorithms, for which we present the versions with the QTT approximation. We also present an efficient formula for the shift of vectors given in QTT format, which is used in the divide and conquer algorithm. As a result, we reduce the complexity of inversion from the fast Fourier level O(nlogn) to the speed of superfast Fourier transform, i.e., O(log2n). The results of the paper are illustrated by numerical examples.
KW - Divide and conquer
KW - Fast convolution
KW - Fractional calculus
KW - Superfast Fourier transform
KW - Tensor train format
KW - Triangular Toeplitz matrix
UR - http://www.scopus.com/inward/record.url?scp=84887254232&partnerID=8YFLogxK
U2 - 10.1016/j.cam.2013.10.025
DO - 10.1016/j.cam.2013.10.025
M3 - Article
AN - SCOPUS:84887254232
SN - 0377-0427
VL - 260
SP - 434
EP - 448
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
ER -