A Note on the Solution of Circulant Real Linear Systems and its Sensitivity Analysis

Abstract

Employing the Fast Fourier Transform we propose a ready-to-use solution to circulant real linear systems of equations, particularly useful when a broader theoretical analysis is involved. We also show that strict diagonal dominance of the matrix of coefficients is a sufficient condition for sign consistency between solutions and parameters in sensitivity analysis. Keywords: Circulant matrix, Real linear system of equations, Circulant structure, FFT, Sensitivity Analysis, Strict Diagonal Dominance.

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