Contemporary Mathematics The Schur algorithm for matrices with Hessenberg displacement structure

نویسندگان

  • G. Heinig
  • V. Olshevsky
چکیده

A Schur-type algorithm is presented for computing recursively the triangular factorization R = LU of a strongly nonsingular n n matrix satisfying a displacement equation RY V R = GH with Hessenberg matrices Y and V and n matrices G, H. If is small compared with n and the matrices Y and V admit fast matrix-vector multiplication, the new algorithm is fast in the sense that it will require less than O(n3) arithmetic operations.

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تاریخ انتشار 2001