LU- versus UL-factorization of integral operators with semi-separable kernel (Q1764268)

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LU- versus UL-factorization of integral operators with semi-separable kernel
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    LU- versus UL-factorization of integral operators with semi-separable kernel (English)
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    24 February 2005
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    The authors study integral operators with semi-separable kernels with varying time and invariant time. The main result of the present paper describes how to obtain a UL-factorization from an LU-factorization for this kind of integral operators. The special case of self-adjoint integral operators is also considered.
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    symmetric factorization
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    LU- and UL-factorization
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    integral operators
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    semi-separable kernels
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    Riccati differential equation
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    Lyapunov equation
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