Recursive solution of certain structured linear systems
| Authors | |
|---|---|
| Publication date | 2007 |
| Journal | SIAM Journal on Matrix Analysis and Applications |
| Volume | Issue number | 29 | 4 |
| Pages (from-to) | 1191-1217 |
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| 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 |
| Published at | https://doi.org/10.1137/060656115 |
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