Brownian matrices: properties and extensions

Brownian matrices arise in certain models used in digital signal processing. Fast algorithms for solving brownian systems of linear equations can be derived because any brownian matrix is congruent to a tridiagonal matrix. This, and related properties, are developed and extended to matrices having a...

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Veröffentlicht in:International journal of systems science 1986-02, Vol.17 (2), p.381-386
Hauptverfasser: GOVER, M. J. C., BARNETT, S.
Format: Artikel
Sprache:eng
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Zusammenfassung:Brownian matrices arise in certain models used in digital signal processing. Fast algorithms for solving brownian systems of linear equations can be derived because any brownian matrix is congruent to a tridiagonal matrix. This, and related properties, are developed and extended to matrices having a more general patterned structure.
ISSN:0020-7721
1464-5319
DOI:10.1080/00207728608926813