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Hankel矩阵和Vandermonde矩阵之逆的新矩阵表示式及快速算法 被引量:4

New expressions and fast algorithms for inverse of Hankel matrix and Vandermonde matrix
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摘要 利用线性方程组是否有解给出Hankel矩阵、Vandermonde矩阵可逆的条件及求逆的递推公式,并给出了逆矩阵新的表示式.表明Hankel矩阵、Vandermonde矩阵的逆矩阵可以表示为一些特殊矩阵的乘积之和,并以Hankel矩阵为例,得到了求逆的快速算法,所需计算量为O(n2),一般n阶矩阵求逆的计算量为O(n3). The Hankel(Vandermonde)matrix is invertible if systems of Hankel(Vandermonde)equations are solvable. Also, the inversion of a Hankel(Vandermonde)matrix can be denoted as a sum of products of particular matrices. Especially, a fast algorithm for the inversion of a Hankel matrix with O( n^2) operations (rather than O(n^3), as required by standard matrix inversion methods) is derived.
出处 《陕西师范大学学报(自然科学版)》 CAS CSCD 北大核心 2005年第1期11-14,共4页 Journal of Shaanxi Normal University:Natural Science Edition
基金 国家自然科学基金资助项目(10071060) 陕西省自然科学基金资助项目(2004CS110002)
关键词 VANDERMONDE矩阵 HANKEL矩阵 逆矩阵 矩阵表示 表示式 乘积 可逆 快速算法 计算量 矩阵求逆 Hankel matrix Vandermonde matrix symmetric circulate matrix inversion matrix fast algorithm
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参考文献5

  • 1Phillips J L. The triangular decomposition of Hankel matrices [J]. Mathematics of Computation, 1971,25(115) :599~602.
  • 2Rissanen J. Algorithm for triangular decomposition of block Hankel and Toeplitz matrices with application to factoring positive matrix polynomials [J]. Mathematics of Computation, 1973, 27(121 ): 147~154.
  • 3Rissanen J. Solution of linear equations with Hankel and Toeplitz matrices[J ]. Numerical Mathematics, 1974, 22:361 ~366.
  • 4Peter Kravanja, Marc Van Barel. A fast Hankel solver based on an inversion formula for Loewner matrices [J ].Linear Algebra and its Applications, 1998,282: 275 ~ 295.
  • 5Victor M Adukov. Generalized inversion of finite rank Hankel and Toeplitz operators with rational matrix [J].Linear Algebra and its Applications, 1999,290: 119~134.

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