The Generalized Schur Algorithm: Approximation and Hierarchy
P. Dewilde, Ed F. A. Deprettere · Birkhäuser Basel eBooks · 1988
The generalized Schur algorithm as applied on a (full and large) strictly positive definite matrix yields an approximative inverse, which is block-band structured (has block-band support), and is such that its inverse coincides with the original matrix on the band. In this paper we explore approximation properties of the inverse, as well as a hierarchical extension of the algorithm that leads to approximants which are more general than block-band.