Fast Algorithms For Structured Matrices With Arbitrary Rank Profile
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Fast Algorithms for Structured Matrices
Author: Vadim Olshevsky
language: en
Publisher: American Mathematical Soc.
Release Date: 2003
One of the best known fast computational algorithms is the fast Fourier transform method. Its efficiency is based mainly on the special structure of the discrete Fourier transform matrix. Recently, many other algorithms of this type were discovered, and the theory of structured matrices emerged. This volume contains 22 survey and research papers devoted to a variety of theoretical and practical aspects of the design of fast algorithms for structured matrices and related issues. Included are several papers containing various affirmative and negative results in this direction. The theory of rational interpolation is one of the excellent sources providing intuition and methods to design fast algorithms. The volume contains several computational and theoretical papers on the topic. There are several papers on new applications of structured matrices, e.g., to the design of fast decoding algorithms, computing state-space realizations, relations to Lie algebras, unconstrained optimization, solving matrix equations, etc. The book is suitable for mathematicians, engineers, and numerical analysts who design, study, and use fast computational algorithms based on the theory of structured matrices.
Fast Reliable Algorithms for Matrices with Structure
This book deals with the combined issues of speed and numerical reliability in algorithm development.
Fast Algorithms for Structured Matrices with Arbitrary Rank Profile
Triangular factorization, solution to linear equations, inversion, computation of rank profile and inertia (in the Hermitian case) etc. of general n x n matrices require O(n cubed) operations. For certain structured matrices including Toeplitz and Hankel matrices the computational complexity is known to be O(n squared) or better. These structured matrices often arise in a wide variety of areas including Signal processing. Systems theory and Communications. Fast (i.e. O(n squared)) algorithms for these structured matrices have been actively studied for over twenty five years. However almost all the authors have assumed that the underlying matrices are strongly regular i.e. every principal submatrix is nonsingular. Although some fast algorithms have recently been developed for certain problems involving some of these structured matrices which may have one or more zero minors, several other problems is lacking. In this dissertation, we obtain several new results through a unified approach to the problems mentioned earlier.