Algorithms for inversion of diagonal plus semiseparable operator matrices

DOI10.1007/BF01217532MaRDI QIDQ1865921zbMATH OpenOpenAlexFDO

Authors Y. Eidelman, I. Gohberg

Publication date 19 October 2003

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

Full work available at URL https://doi.org/10.1007/bf01217532

zbMATH Keywords

diagonal plus semiseparable operator matricesdivide and conquer techniquefast algorithmHilbert spaceintegral equationinversion formulanumerical resultsstructured matrix

Mathematics Subject Classification ID

Equations and inequalities involving linear operators, with vector unknowns (47A50) Numerical solutions to equations with linear operators (65J10) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical methods for integral equations (65R20)

Review text

Consider a Hilbert space \(H=H_1\oplus\cdots\oplus H_N\), and an operator equation in \(H\): \(Rx=y\). Conformal the direct sum, suppose \(R\) is represented by a matrix with entries \(R_{ij}\) with \(R_{ij}=g_ih_j\) for \(j>i\) and \(R_{ij}=p_iq_j\) for \(i>j\), where \(p_i,g_i:{\mathbb C}\to H_i\) and \(q_j,h_j: H_j\to{\mathbb C}\) are linear bounded operators. Three fast algorithms are proposed for inverting \(R\), and hence for solving \(Rx=y\). The first algorithm assumes strong regularity and inverts successive leading submatrices. The second is a doubling algorithm in the style of \textit{L. Greengard} and \textit{V. Rokhlin} [Commun. Pure Appl. Math. 44, 419-452 (1991; Zbl 0727.65068)], based on a divide and conquer technique using \(H=\oplus_i H_i^{(1)}\) and subsequently \(H_i^{(p)}=\oplus_j H_j^{(p+1)}\). The third method reduces the problem to a system of linear difference equations. These algorithms are then applied to integral equations (differential equations are reduced to integral equations first). The \(H_i\) result from splitting up the integration interval into subintervals (see Greengard and Rokhlin, loc. cit.) For the numerical computation of the integrals, Chebyshev quadrature formulas are used. Numerical results illustrate the performance of the methods.

Recommendations

• Fast inversion algorithms for a class of structured operator matrices.
• Fast approximate computations with Cauchy matrices, polynomials and rational functions
• Efficient Iterative Methods for Fast Solution of Integral Operators Related Problems
• Fast solvers of integral equations of the second kind: quadrature methods
• Adaptive low-rank approximation of collocation matrices
• Approximating the approximant: A numerical code for polynomial compression of discrete integral operators
• Hierarchical interpolative factorization for elliptic operators: integral equations
• A direct solver with O(N) complexity for integral equations on one-dimensional domains
• scientific article; zbMATH DE number 2169322
• scientific article; zbMATH DE number 4028771

Cites work

• A Fast Adaptive Numerical Method for Stiff Two-Point Boundary Value Problems
• scientific article; zbMATH DE number 852523 (Why is no real title available?)
• scientific article; zbMATH DE number 3245839 (Why is no real title available?)
• On the numerical solution of two-point boundary value problems
• On the numerical solution of two‐point boundary value problems II

Cited in

(6)

• Fast inversion algorithms for diagonal plus semiseparable matrices
• Fast inversion algorithms for a class of structured operator matrices.
• A fast Nyström-Broyden solver by Chebyshev compression
• Discrete self-adjoint Dirac systems: asymptotic relations, Weyl functions and Toeplitz matrices
• Stable spectral methods for time-dependent problems and the preservation of structure
• Semiseparable integral operators and explicit solution of an inverse problem for a skew-self-adjoint Dirac-type system

This page was built for publication: Algorithms for inversion of diagonal plus semiseparable operator matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1865921)