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Query: 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 BusinessFaculty of Science Institute/dept. FEB: Amsterdam School of Economics Research Institute (ASE-RI)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 Download document/108139 Document finder