QR-factorization of displacement structured matrices using a rank structured matrix approach
نویسندگان
چکیده
A general scheme is proposed for computing the QR-factorization of certain displacement structured matrices, including Cauchy-like, Vandermonde-like, Toeplitz-like and Hankel-like matrices, hereby extending some earlier work for the QR-factorization of the Cauchy matrix. The algorithm employs a chasing scheme for the recursive construction of a diagonal plus semiseparable matrix of semiseparability rank r, where r is equal to the given displacement rank. The complexity is O(rn) operations in the general case, and O(rn) operations in the Toeplitzand Hankel-like case, where n denotes the matrix size. Numerical experiments are provided.
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