Descripción
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Ikebe algorithm for computing the lower half of the inverse of any (unreduced) upper Hessenberg matrix is extended here to compute the entries of the superdiagonal. It gives rise to an algorithm of inversion based on the factorization H?1 = HL ?U?1. The lower Hessenberg matrix HL is a quasiseparable one and U?1 is upper triangular, with diagonal entries ui;i = 1. Its computational complexity, O(n3), is connected with back substitution for the inversion of the matrix U. Moreover, the inverses of quasiseparable Hessenberg matrices are obtained in O(n2) times. Numerical comparisons with other specialized algorithms of inversion are also introduced. | |
Internacional
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Si |
DOI
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Edición del Libro
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Editorial del Libro
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ISBN
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978-84-615-5392-1 |
Serie
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Título del Libro
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Proceedings of the 12th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2012 |
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