Some fast algorithms sequentially semiseparable representations
An extended sequentially semiseparable (SSS) representation derived from time-varying system theory is used to capture, on the one hand, the low-rank of the off-diagonal blocks of a matrix for the purposes of efficient computations and, on the other, to provide for sufficient descriptive richness to...
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Veröffentlicht in: | SIAM journal on matrix analysis and applications 2005-01, Vol.27 (2), p.341-364 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | An extended sequentially semiseparable (SSS) representation derived from time-varying system theory is used to capture, on the one hand, the low-rank of the off-diagonal blocks of a matrix for the purposes of efficient computations and, on the other, to provide for sufficient descriptive richness to allow for backward stability in the computations. We present (i) a fast algorithm (linear in the number of equations) to solve least squares problems in which the coefficient matrix is in SSS form, (ii) a fast algorithm to find the SSS form of $X$ such that $AX=B$, where $A$ and $B$ are in SSS form, and (iii) a fast model reduction technique to improve the SSS form. |
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ISSN: | 0895-4798 1095-7162 |
DOI: | 10.1137/S0895479802405884 |