Fast and Stable Algorithms for Banded Plus Semiseparable Systems of Linear Equations
S. Chandrasekaran, Ming Gu · SIAM Journal on Matrix Analysis and Applications · 2003
We present fast and numerically stable algorithms for the solution of linear systems of equations, where the coefficient matrix can be written in the form of a banded plus semiseparable matrix. Such matrices include banded matrices, banded bordered matrices, semiseparable matrices, and block-diagonal plus semiseparable matrices as special cases. Our algorithms are based on novel matrix factorizations developed specifically for matrices with such structures. We also present interesting numerical results with these algorithms.