Efficient solution of parameter-dependent quasiseparable systems and computation of meromorphic matrix functions

P. Boito*, Y. Eidelman, L. Gemignani

*Corresponding author for this work

Research output: Contribution to journalSpecial Issuepeer-review

6 Scopus citations

Abstract

In this paper, we focus on the solution of shifted quasiseparable systems and of more general parameter-dependent matrix equations with quasiseparable representations. We propose an efficient algorithm exploiting the invariance of the quasiseparable structure under diagonal shifting and inversion. This algorithm is applied to compute various functions of matrices. Numerical experiments show that this approach is fast and numerically robust.

Original languageEnglish
Article numbere2141
JournalNumerical Linear Algebra with Applications
Volume25
Issue number6
DOIs
StatePublished - 1 Dec 2018

Funding

FundersFunder number
Istituto Nazionale di Alta Matematica "Francesco Severi"
Gruppo Nazionale per il Calcolo Scientifico
Università di PisaPRA 2017-05

    Keywords

    • QR factorization
    • matrix equation
    • matrix function
    • quasiseparable matrices
    • shifted linear system

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