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RECURSIVE SOLUTION OF CERTAIN STRUCTURED LINEAR SYSTEMS.

Authors :
Klein, André
Spreij, Peter
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]

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