Linear complexity algorithms for semiseparable matrices (Q1075738)
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English | Linear complexity algorithms for semiseparable matrices |
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Linear complexity algorithms for semiseparable matrices (English)
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1985
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For the solution of linear systems with coefficient matrix \(R=D+S\), where S is a semiseparable matrix and D a diagonal matrix, recursive algorithms are introduced that use the LDU factorization of R into factors \((L+S_ L)D(I+S_ U)\), where the semiseparability property is retained. The complexity for these algorithms is analyzed and an efficient updating method for the increase of system dimensions is proposed.
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linear systems
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semiseparable matrix
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recursive algorithms
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LDU factorization
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complexity
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efficient updating method
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