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RECURSIVE SOLUTION OF CERTAIN STRUCTURED LINEAR SYSTEMS.
- Source :
-
SIAM Journal on Matrix Analysis & Applications . 2007, Vol. 29 Issue 4, p1191-1217. 27p. - Publication Year :
- 2007
-
Abstract
- We provide explicit representations of the null space S of adjoints of companion-related matrices and of certain rectangular generalized Vandermonde matrices of block Toeplitz type which are encountered in the Fisher information matrix of time series processes. A formula for the right-inverse of this class of matrices A is provided which allows one to express the solution of the system Ax = b as x = A-b+ S. The formulas can be easily turned into solution algorithms. [ABSTRACT FROM AUTHOR]
- Subjects :
- *TOEPLITZ matrices
*ALGORITHMS
*LINEAR systems
*EIGENVALUES
*POLYNOMIALS
Subjects
Details
- Language :
- English
- ISSN :
- 08954798
- Volume :
- 29
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- SIAM Journal on Matrix Analysis & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 27872716
- Full Text :
- https://doi.org/10.1137/060656115