Matrix recursive interpolation algorithm for block linear systems: Direct methods

DOI10.1016/S0024-3795(99)00056-7MaRDI QIDQ1124899zbMATH OpenFDO

Authors Khalide Jbilou, A. Messaoudi

Publication date 29 November 1999

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(99)00056-7

zbMATH Keywords

block direct methodsblock matrixmatrix recursive interpolation algorithmrecursive projection algorithmSchur complements

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

The authors consider a class of algorithms, collectively called the matrix recursive interpolation algorithm (MRIA), for solving systems of block linear equations. There is also an orthogonal variant, called OMRIA. The right-hand side is typically also a block matrix. Only block direct methods are considered in this paper. These algorithms contain as special cases many algorithms studied in the existing literature. Their construction is based on the recursive interpolation algorithm (RIA) and recursive projection algorithm (RPA) of \textit{C. Brezinski} [J. Comput. Appl. Math. 9, 369-376 (1983; Zbl 0525.65007)] and use fundamental properties of the Schur complements and the matrix Sylvester identity.

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Cited in

(18)

• Matrix recursive projection and interpolation algorithms
• A direct method for solving block circulant banded system of linear equations
• The genesis and early developments of Aitken's process, Shanks' transformation, the \(\varepsilon\)-algorithm, and related fixed point methods
• GRPIA: a new algorithm for computing interpolation polynomials
• New algorithm for computing the Hermite interpolation polynomial
• A direct method for solving circulant tridiagonal block systems of linear equations
• The block Lanczos method for linear systems with multiple right-hand sides
• Some Schur complement identities and applications to matrix extrapolation methods
• Matrix recursive polynomial interpolation algorithm: an algorithm for computing the interpolation polynomials
• The block preconditioned \textit{LSQR} and \textit{GL}-\textit{LSQR} algorithms for the block partitioned matrices
• On the Drazin inverse and m-P inverse for sum of matrices
• On the inverse of a special Schur complement
• Matrix Shanks transformations
• The least squares g-inverses for sum of matrices
• Recursive interpolation algorithm: A formalism for solving systems of linear equations. I: Direct methods
• Recursive interpolation algorithm: A formalism for solving systems of linear equations. II: Iterative methods
• Applications of completions of operator matrices to some properties of operator products on Hilbert spaces
• RHBPIA: a new algorithm for computing Hermite-Birkhoff interpolation polynomials

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