Abstract
In this paper we continue the study of structured matrices which admit a linear complexity inversion algorithm. The new class which is studied here appears naturally as the class of matrices of input output operators for discrete time dependent descriptor linear systems. The algebra of such operators is analyzed. Multiplication and inversion algorithms of linear complexity are presented and their implementation is illustrated.
Similar content being viewed by others
References
[A] E. Asplund,Inverses of matrices {a ij } which satisfy a ij =0 for j>i+p, Math. Scand.7 (1959), 57–60.
[EG1] Y. Eidelman and I. Gohberg,Inversion formulas and linear complexity algorithm for diagonal plus semiseparable matrices, Computers & Mathematics with Applications33 (1997), no. 4, 69–79.
[EG2] Y. Eidelman and I. Gohberg,Fast inversion algorithms for diagonal plus semiseparable matrices, Integral Equations and Operator Theory27 (1997), no. 2, 165–183.
[G] F. R. Gantmacher,The theory of matrices, Chelsea, New York, 1959.
[GK] I. Gohberg and M. A. Kaashoek,Time varying linear systems with boundary conditions and integral operators, 1. The transfer operator and its properties, Integral Equations and Operator Theory7 (1984), 325–391.
[GKK1] I. Gohberg, T. Kailath and I. Koltracht,Linear complexity algorithms for semiseparable matrices, Integral Equations and Operator Theory8 (1985), 780–804.
[GKK2] I. Gohberg, T. Kailath and I. Koltracht,A note on diagonal innovation matrices, Acoustics, Speech and Signal Processing7 (1987), 1068–1069.
[GL] G. H. Golub and C. F. Van Loan,Matrix computations, John Hopkins, Baltimore, 1983.
[H] P. Horst,Matrix alebra for social scientists, Holt, Rinehart and Winston, New York, 1963.
[KS] T. Kailath and A. H. Sayed,Displacement structure: theory and applications. SIAM Review37 (1995), 297–386.
Author information
Authors and Affiliations
Additional information
This research was supported in part by THE ISRAEL SCIENCE FOUNDATION founded by The Israel Academy of Sciences and Humanities