Linear complexity algorithms for semiseparable matrices

Springer Science and Business Media LLC - Tập 8 - Trang 780-804 - 1985
I. Gohberg1, T. Kailath2, I. Koltracht3
1Dept. of Math. Sci., Tel-Aviv University, Tel-Aviv, Israel
2Department of Electrical Engineering, Stanford University, Stanford, USA
3Dept. of Math. and Stat., University of Calgary, Calgary, Canada

Tóm tắt

Linear complexity algorithms are derived for the solution of a linear system of equations with the coefficient matrix represented as a sum of diagonal and semiseparable matrices. LDU-factorization algorithms for such matrices and their inverses are also given. The case in which the solution can be efficiently update is treated separately.

Tài liệu tham khảo

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