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Full-rank block LDL decomposition and the inverses of n× n block matrices.

Authors :
Stanimirović, Ivan
Source :
Journal of Applied Mathematics & Computing; Oct2012, Vol. 40 Issue 1/2, p569-586, 18p
Publication Year :
2012

Abstract

Full-rank block LDL decomposition of a Hermitian n× n block matrix A is examined, where the iterative procedure evaluating the sub-matrices appearing in L and D is provided. This factorization is used to evaluate the inverse and Moore-Penrose inverse of a Hermitian n× n block matrix. The method for the calculation of the Moore-Penrose inverse of an arbitrary 2×2 block matrix is also provided. Therefore, matrix products A A and AA and the corresponding full-rank block LDL factorizations are observed. Also, a simple explicit formulae calculating the solution vector components of the normal system of equations is stated, where the LDL decomposition of the system matrix is done. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
15985865
Volume :
40
Issue :
1/2
Database :
Complementary Index
Journal :
Journal of Applied Mathematics & Computing
Publication Type :
Academic Journal
Accession number :
79629135
Full Text :
https://doi.org/10.1007/s12190-012-0579-3