Fast inversion algorithms for diagonal plus semiseparable matrices (Q1378031)

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.