Continuous analogues of matrix factorizations.

نویسندگان

  • Alex Townsend
  • Lloyd N Trefethen
چکیده

Analogues of singular value decomposition (SVD), QR, LU and Cholesky factorizations are presented for problems in which the usual discrete matrix is replaced by a 'quasimatrix', continuous in one dimension, or a 'cmatrix', continuous in both dimensions. Two challenges arise: the generalization of the notions of triangular structure and row and column pivoting to continuous variables (required in all cases except the SVD, and far from obvious), and the convergence of the infinite series that define the cmatrix factorizations. Our generalizations of triangularity and pivoting are based on a new notion of a 'triangular quasimatrix'. Concerning convergence of the series, we prove theorems asserting convergence provided the functions involved are sufficiently smooth.

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عنوان ژورنال:
  • Proceedings. Mathematical, physical, and engineering sciences

دوره 471 2173  شماره 

صفحات  -

تاریخ انتشار 2015