Accurate solutions of product linear systems associated with rank-structured matrices (Q1631422)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate solutions of product linear systems associated with rank-structured matrices |
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Accurate solutions of product linear systems associated with rank-structured matrices (English)
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6 December 2018
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The author studies how to accurately solve linear systems whose coefficient matrices belong to the class of consecutive-rank-descending (CRD) matrices. The well-known Vandermonde and Cauchy matrices belong to the class CRD. A mechanism is proposed by which the inverse of any product of CRD matrices is generated in a subtraction-free way. Utilizing this method, solutions of linear systems corresponding to such products are accurately determined. Specifically, certain linear systems associated with products of Vandermonde and Cauchy matrices are solved to a high relative accuracy. An error analysis is presented and numerical experiments are provided as illustrations.
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linear system
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rank-structured matrix
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matrix product
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parametrization
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high relative accuracy
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