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Neville elimination for rank-structured matrices - MaRDI portal

Neville elimination for rank-structured matrices (Q2469525)

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Neville elimination for rank-structured matrices
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    Neville elimination for rank-structured matrices (English)
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    6 February 2008
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    The author deals with Neville elimination of rank-structured matrices for computing its bidiagonal decomposition efficiently. It is then possible to obtain an efficient representation of a non singular totally positive (TP) rank-stuctured matrix as the product of bidiagonal factors. This makes it possible to provide a \(O(n^2)\) fast and accurate algorithm to compute approximate of eigenvalues of TP rank-stuctured matrices.
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    Neville elimination
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    totally positive matrices
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    rank-structured matrices
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    eigenvalue computation
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    complexity
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    algorithm
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