Efficient solution of linear systems of equations with recursive structure (Q1092604): Difference between revisions

The authors introduce a general notion of recursive structure for matrices, that is applicable for the classical Toeplitz, Hankel, Vandermonde matrices. The structure, linking the last column and row of a principal leading minor of order k to the ones of lesser orders, allows the derivation of \(O(N^ 2)\) algorithms in a unified way. These algorithms are of high interest for many problems (inverse scattering, integral equations...) where the involved matrices are not sparse, but possess the above structure. However, as it is recognized in the paper, the numerical performance of these algorithms requires additional study.