Linear complexity algorithm for semiseparable matrices
A new algorithm for the solution of a system of linear equations, \(Ax=b\), with a semiseparable coefficient matrix \(A\) is proposed. The algorithm is free of the restriction that all principal leading submatrices of \(A\) must be nonsingular. For symmetric matrices whose semiseparability rank equals 1 this algorithm leads to an explicit formula for the inverse matrix. Two numerical examples are presented.
scientific article; zbMATH DE number 1113510