On the inverse's computation of a real, upper Hessenberg matrix (Q1323742)
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English | On the inverse's computation of a real, upper Hessenberg matrix |
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On the inverse's computation of a real, upper Hessenberg matrix (English)
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1 June 1994
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The computation of the inverse of an upper Hessenberg matrix, which is regular and irreducible, is investigated. Two methods, the QR factorization and a generalization of \textit{Y. Ikebe's} method [Linear Algebra Appl. 24, 93-97 (1979; Zbl 0397.15005)], are proposed. The methods are described in detail including the comparison of the costs of calculations. Two numerical tests show advantages for the generalized Ikebe method.
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inverse of an upper Hessenberg matrix
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QR factorization
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numerical tests
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