THE INVERSES OF BLOCK HANKEL AND BLOCK TOEPLITZ MATRICES

被引:22
|
作者
LABAHN, G [1 ]
CHOI, DK [1 ]
CABAY, S [1 ]
机构
[1] UNIV ALBERTA,DEPT COMP SCI,EDMONTON T6G 2H1,ALBERTA,CANADA
关键词
D O I
10.1137/0219006
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
A set of new formulae for the inverse of a block Hankel (or block Toeplitz) matrix is given. The formulae are expressed in terms of certain matrix Pade forms, which approximate a matrix power series associated with the block Hankel matrix. By using Frobenius-type identities between certain matrix Pade forms, the inversion formulae are shown to generalize the formulae of Gohberg-Heinig and, in the scalar case, the formulae of Gohberg-Semencul and Gohberg-Krupnik. The new formulae have the significant advantage of requiring only that the block Hankel matrix itself be nonsingular. The other formulae require, in addition, that certain submatrices be nonsingular. Since effective algorithms for computing the required matrix Pade forms are available, the formulae are practical. Indeed, some of the algorithms allow for the efficient calculation of the inverse not only of the given block Hankel matrix, but also of any nonsingular block principal minor.
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页码:98 / 123
页数:26
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