Linear complexity algorithms for semiseparable matrices

DOI10.1007/BF01213791zbMath0592.65015OpenAlexW4253945327MaRDI QIDQ1075738

Israel Gohberg, Israel Koltracht, Thomas Kailath

Publication date: 1985

Published in: Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01213791

zbMATH Keywords

complexitylinear systemsrecursive algorithmsLDU factorizationsemiseparable matrixefficient updating method

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Factorization of matrices (15A23) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (28)

Discrete self-adjoint Dirac systems: asymptotic relations, Weyl functions and Toeplitz matrices ⋮ Minimal quasi-separable realizations for the inverse of a quasi-separable operator ⋮ Efficient solution of linear systems of equations with recursive structure ⋮ A modification of the Dewilde-van der Veen method for inversion of finite structured matrices ⋮ Semi- and Quasi-separable Systems ⋮ Fast inversion algorithms for diagonal plus semiseparable matrices ⋮ Linear complexity algorithm for semiseparable matrices ⋮ Time and space efficient generators for quasiseparable matrices ⋮ Low-rank tensor structure of linear diffusion operators in the TT and QTT formats ⋮ Singular matrices whose Moore-Penrose inverse is tridiagonal ⋮ Parameter estimation in differential equations, using random time transformations ⋮ Out-of-band quasiseparable matrices ⋮ Transformations of matrix structures work again ⋮ Inversion formulas and linear complexity algorithm for diagonal plus semiseparable matrices ⋮ Data-sparse approximation on the computation of a weakly singular Fredholm equation: a stellar radiative transfer application ⋮ On the \(LU\) factorization of infinite systems of semi-separable equations ⋮ Unitary rank structured matrices ⋮ Eigenstructure of order-one-quasiseparable matrices. Three-term and two-term recurrence relations ⋮ Generalized Rybicki Press algorithm ⋮ On some classes of structured matrices with algebraic trigonometric eigenvalues ⋮ A QR-method for computing the singular values via semiseparable matrices ⋮ Transformations to rank structures by unitary similarity ⋮ A preconditioned GMRES for complex dense linear systems from electromagnetic wave scattering problems ⋮ Inner-outer factorization and the inversion of locally finite systems of equations ⋮ On a new class of structured matrices ⋮ Linear complexity inversion algorithms for a class of structured matrices ⋮ A look-ahead block Schur algorithm for diagonal plus semiseparable matrices ⋮ Linear complexity algorithms for semiseparable matrices

Cites Work

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• Time varying linear systems with boundary conditions and integral operators. I: The transfer operator and its properties
• Numerical solution of integral equations, fast algorithms and Krein- Sobolev equation
• Linear complexity algorithms for semiseparable matrices
• Fast recursive algorithms for a class of linear equations
• Fast algorithms for Brownian matrices
• Fast O(n) complexity algorithms for diagonal innovation matrices
• Some new algorithms for recursive estimation in constant linear systems
• Some new algorithms for recursive estimation in constant, linear, discrete-time systems
• An innovations approach to least-squares estimation--Part VI: Discrete-time innovations representations and recursive estimation
• Fredholm resolvents, Wiener-Hopf equations, and Riccati differential equations

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