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faculty: "FEB" and publication year: "2007"
| Authors | A.A.B. Klein, P.J.C. Spreij | | Title | Recursive solution of certain structured linear systems |
| Journal | SIAM Journal on Matrix Analysis and Applications |
| Volume | 29 |
| Year | 2007 |
| Issue | 4 |
| Pages | 1191-1217 |
| ISSN | 08954798 |
| Faculty | Faculty of Economics and Business
Faculty of Science |
| Institute/dept. | FEB: Research Institute in Economics and Econometrics Amsterdam (RESAM)
FNWI: Korteweg-de Vries Institute for Mathematics (KdVI) |
| Abstract | ABSTRACT:
We provide explicit representations of the null space $\mathcal{S}$ of adjoints of companion-related matrices and of certain rectangular generalized Vandermonde matrices of block Toeplitz type which are encountered in the Fisher information matrix of time series processes. A formula for the right-inverse of this class of matrices $A$ is provided which allows one to express the solution of the system $Ax=b$ as $x=A^{-}b+$ $\mathcal{S}$. The formulas can be easily turned into solution algorithms. |
| Document type | Article |
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