Inversion formulas and linear complexity algorithm for diagonal plus semiseparable matrices

被引:39
作者
Eidelman, Y
Gohberg, I
机构
[1] School of Mathematical Sciences, Raymond Beverly Sackler Fac. E., Tel-Aviv University
关键词
linear complexity algorithm; semiseparable matrices;
D O I
10.1016/S0898-1221(97)00008-4
中图分类号
O29 [应用数学];
学科分类号
070104 [应用数学];
摘要
Matrices represented as a sum of diagonal and semiseparable ones are considered here. These matrices belong to the class of structured matrices which arises in numerous applications. Fast O(N) algorithms for their inversion were developed before under additional restrictions which were a source of instability. Our aim is to eliminate these restrictions and to develop reliable and stable numerical algorithms. In this paper, the case of semiseparable matrices of order one is considered.
引用
收藏
页码:69 / 79
页数:11
相关论文
共 3 条
[1]
Gohberg I., 1985, INTEGR EQUAT OPER TH, V8, P780
[2]
Gohberg I., 1984, INTEGR EQUAT OPER TH, V7, P325
[3]
GOHBERG I, 1987, ACOUSTICS SPEECH SIG, V7, P1068