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Query: faculty: "FEB" and publication year: "2007"

AuthorsA.A.B. Klein, P.J.C. Spreij
TitleRecursive solution of certain structured linear systems
JournalSIAM Journal on Matrix Analysis and Applications
FacultyFaculty of Economics and Business
Faculty of Science
Institute/dept.FEB: Amsterdam School of Economics Research Institute (ASE-RI)
FNWI: Korteweg-de Vries Institute for Mathematics (KdVI)

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 typeArticle
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