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O(n) Algorithms for Banded Plus Semiseparable Matrices

  • Jitesh Jain
  • Hong Li
  • Cheng-Kok Koh
  • Venkataramanan Balakrishnan
Part of the Operator Theory: Advances and Applications book series (OT, volume 199)

Abstract

We present a new representation for the inverse of a matrix that is a sum of a banded matrix and a semiseparable matrix. In particular, we show that under certain conditions, the inverse of a banded plus semiseparable matrix can also be expressed as a banded plus semiseparable matrix. Using this result, we devise a fast algorithm for the solution of linear systems of equations involving such matrices. Numerical results show that the new algorithm competes favorably with existing techniques in terms of computational time.

Mathematics Subject Classification (2000)

15A09 15A23 65F05 65L10 65R20 

Keywords

Semiseperable matrix fast algorithms linear solver inverse structured matrices 

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Copyright information

© Birkhäuser Verlag Basel/Switzerland 2010

Authors and Affiliations

  • Jitesh Jain
    • 1
  • Hong Li
    • 2
  • Cheng-Kok Koh
    • 3
  • Venkataramanan Balakrishnan
    • 3
  1. 1.Intel CorporationHillsboroUSA
  2. 2.Synopsys Inc.Mountain ViewUSA
  3. 3.School of Electrical and Computer EngineeringPurdue UniversityWest LafayetteUSA

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