Fast inversion algorithms for a class of structured operator matrices.

DOI10.1016/S0024-3795(03)00475-0MaRDI QIDQ1406290zbMATH OpenFDO

Publication date 9 September 2003

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(03)00475-0

boundary value problem complexity diagonal inversion method differential equation fast inversion algorithms Hilbert spaces integral equation linear algebraic equations linear bounded operators method of consecutive inversion numerical examples operator matrices quadrature methods shooting method stability structural matrices

Mathematics Subject Classification ID

Linear boundary value problems for ordinary differential equations (34B05) Fredholm integral equations (45B05) Equations and inequalities involving linear operators, with vector unknowns (47A50) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) 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

Diagonal plus semiseparable operator matrices are considered. The entries of these matrices are linear bounded operators on Hilbert spaces. Linear complexity inversion algorithms for such matrices are studied. For applications it is necessary to seek fast algorithms. Three different fast algorithms for inversion of operator matrices are presented: The diagonal inversion method, the reduction to the shooting method and the method of consecutive inversion. Algorithms for the numerical solution of differential and integral equations are derived as application. For this approach quadrature methods of high accuracy for solution of integral equations on small segments with a small number of nodes are combined with exact formulas for the inversion of operator matrices. The authors compare different algorithms and analyze their complexity and the choice of parameters. Every algorithm has its own area of stability. In each application such an algorithm is to choose which is the most appropriate from the point of view of stability. The results of a first computer experiment for a boundary value problem of differential equations is added. The boundary value problem is transformed into an integral equation. A system of three differential equations of order two is tranformed to a system with six differential equations of order 1 with homogeneous boundary conditions. Finally, the presented algorithms are used to solve algebraic equations with block matrices.

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