Two fast algorithms for solving diagonal-plus-semiseparable linear systems

  • Authors:
  • Ellen Van Camp;Nicola Mastronardi;Marc Van Barel

  • Affiliations:
  • Department of Computer Science, Katholieke Universiteit Leuven, Celestijnenlaan 200A, Heverlee 3001, Belgium;Department of Computer Science, Katholieke Universiteit Leuven, Celestijnenlaan 200A, Heverlee 3001, Belgium and Istituto per le Applicazioni del Calcolo "M. Picone", sez. Bari Consiglio Nazionale ...;Department of Computer Science, Katholieke Universiteit Leuven, Celestijnenlaan 200A, Heverlee 3001, Belgium

  • Venue:
  • Journal of Computational and Applied Mathematics - Special Issue: Proceedings of the 10th international congress on computational and applied mathematics (ICCAM-2002)
  • Year:
  • 2004

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Abstract

In this paper we discuss the structure of the factors of a QR- and a URV-factorization of a diagonal-plus -semiseparable matrix. The Q-factor of a QR-factorization has the diagonal-plus-semiseparable structure. The UT- and V-factor of a URV-factorization are semiseparable lower Hessenberg orthogonal matrices. The strictly upper triangular part of the R-factor of a QR- and of a URV-factorization is the strictly upper triangular part of a rank-2 matrix. This latter fact provides a tool to construct a fast QR-solver and a fast URV-solver for linear systems of the form (D + S)x = b.