Fast inversion algorithms for diagonal plus semiseparable matrices

DOI10.1007/BF01191530MaRDI QIDQ1378031zbMATH OpenOpenAlexFDO

Authors Y. Eidelman, I. Gohberg

Publication date 22 September 1998

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

Full work available at URL https://doi.org/10.1007/bf01191530

zbMATH Keywords

complexitydiagonal plus semiseparable matricesmatrix inversion algorithmsshooting methodstabilitystructured matrix

Mathematics Subject Classification ID

Linear boundary value problems for ordinary differential equations (34B05) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Complexity and performance of numerical algorithms (65Y20)

Review text

This paper improves known fast \(O(N)\) matrix inversion algorithms for structured \(N \times N\) matrices of the form of a diagonal plus a semiseparable one. Here a matrix is called semiseparable if both its upper and lower triangle are matrices of rank \(n\ll N\). The proposed algorithm is stable and places no restrictions on the given structured system matrix other than invertibility and having a sizable nonzero bound for its determinant. The improvement over previous instable algorithms for this problem is achieved by applying the shooting method for ordinary differential equations at one stage.

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Cites work

• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
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• Inversion formulas and linear complexity algorithm for diagonal plus semiseparable matrices
• Linear complexity algorithms for semiseparable matrices
• Time varying linear systems with boundary conditions and integral operators. I: The transfer operator and its properties

Cited in

(22)

• On a new class of structured matrices
• Linear complexity inversion algorithms for a class of structured matrices
• A modification of the Dewilde-van der Veen method for inversion of finite structured matrices
• Linear complexity algorithm for semiseparable matrices
• Fast inversion algorithms for a class of structured operator matrices.
• Direct and inverse eigenvalue problems for diagonal-plus-semiseparable matrices
• Two fast algorithms for solving diagonal-plus-semiseparable linear systems.
• A look-ahead block Schur algorithm for diagonal plus semiseparable matrices
• Structured eigenvalue problems for rational Gauss quadrature
• A Cholesky LR algorithm for the positive definite symmetric diagonal-plus-semiseparable eigenproblem
• Eigenstructure of order-one-quasiseparable matrices. Three-term and two-term recurrence relations
• The QR iteration method for Hermitian quasiseparable matrices of an arbitrary order
• SelInv---An Algorithm for Selected Inversion of a Sparse Symmetric Matrix
• O(n) algorithms for banded plus semiseparable matrices
• Fast O(n) complexity algorithms for diagonal innovation matrices
• scientific article; zbMATH DE number 6178058 (Why is no real title available?)
• On some classes of structured matrices with algebraic trigonometric eigenvalues
• Matrix computations and semiseparable matrices. Vol. 1: Linear systems.
• Generalized Rybicki Press algorithm.
• Fast and stable reduction of diagonal plus semi-separable matrices to tridiagonal and bidiagonal form
• Representation of quasiseparable matrices using excluded sums and equivalent charges
• Inversion formulas and linear complexity algorithm for diagonal plus semiseparable matrices

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