Fast and stable algorithms for banded plus semiseparable systems of linear equations

被引：30
|
作者：
Chandrasekaran, S [1 ]
Gu, M
机构：
[1] Univ Calif Santa Barbara, Dept Elect & Comp Engn, Santa Barbara, CA 93106 USA
[2] Univ Calif Berkeley, Dept Math, Berkeley, CA 94720 USA
来源：
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2003年 / 25卷 / 02期
关键词：
banded matrix; bordered matrix; semiseparable matrix; H-matrix; fast algorithms; stable algorithms;
D O I：
10.1137/S0895479899353373
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We present fast and numerically stable algorithms for the solution of linear systems of equations, where the coefficient matrix can be written in the form of a banded plus semiseparable matrix. Such matrices include banded matrices, banded bordered matrices, semiseparable matrices, and block-diagonal plus semiseparable matrices as special cases. Our algorithms are based on novel matrix factorizations developed specifically for matrices with such structures. We also present interesting numerical results with these algorithms.
引用
收藏
页码：373 / 384
页数：12
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