Recursive solution of certain structured linear systems

被引：1

作者：

Klein, Andre ^{[1
]}

Spreij, Peter ^{[2
]}

机构：

[1] Univ Amsterdam, Dept Quantitat Econ, NL-1018 WB Amsterdam, Netherlands

[2] Univ Amsterdam, Korteweg de Vries Inst Math, NL-1018 TV Amsterdam, Netherlands

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2007年 / 29卷 / 04期

关键词：

linear systems; coefficient matrix; null space; generalized Vandermonde matrix; Toeplitz matrix;

D O I：

10.1137/060656115

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We provide explicit representations of the null space S of adjoints of companion-related matrices and of certain rectangular generalized Vandermonde matrices of block Toeplitz type which are encountered in the Fisher information matrix of time series processes. A formula for the right-inverse of this class of matrices A is provided which allows one to express the solution of the system Ax = b as x = A(-)b+ S. The formulas can be easily turned into solution algorithms.

引用

页码：1191 / 1217

页数：27

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