Abstract
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.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Similar content being viewed by others
References
H. Dym and I. Gohberg, “Extensions of Band Matrices with Band Inverses,” Linear Algebra and its Applications, pp. 1–24 Elsevier, (1981).
J. Schur, “Uber Potenzreihen, die im Innern des Einheitskreises beschrankt sind,” J. fur die Riene und Angewandte Math. 147 pp. 205–232 (Sept 1917). (in German)
P. Dewilde, A. Vieira, and T. Kailath, “On a Generalized Szego-Levinson Realization Algorithm for Optimal Linear Predictors based on a Network Theoretic Approach,7#x201D; IEEE Trans. CAS CAS-25(9) pp. 663–675 (Sept. 1978).
Ph. Delsarte, Y. Genin, and Y. Kamp, “A Method of Matrix Inverse Triangular Decomposition, Based on Contiguous Principal Submatrices,” J. Linear Algebra and its Applications 31 pp. 199–212 (June 1980).
M. Morf and J. M. Delosme, “Matrix Decompositions and Inversions Via Elementary Signature-Orthogonal Transformations,”ISMM Infi Symp. on Mini and Microcomputers in Control and Measurement San Francisco, California(May, 1981).
J. M. Delosme, “Algorithms for Finite Shift-Rank Processes,”Ph.D. Dissertation Stanford University (September, 1982).
E. Deprettere, “Mixed Form Time-Variant Lattice Recursions,” pp. 545–562 in Outils et Modèles Mathématiques pour VAutomatique, VAnalyse de systèmes et le traitement du signal, CNRS, Paris (1981)
H. Lev-Ari and T. Kailath, “Schur and Levinson Algorithms for Nonstationary Processes,”Proceedings ICASSP (1981).
P. Dewilde and E. Deprettere, “Approximate Inversion of Positive Matrices with Applications to Modelling,” Nato ASI Series Modelling, Robustness and Sensitivity Reduction in Control Systems(1987).
H. Lev-Ari, “Multidimensional Maximum-Entropy Co variance Extension,” Proceedings ICASSP, pp. 21.7.1–21.7.4 (1985)
Y. Kamp, “Some Results on Constrained Maximum Likelihood Estimation,” Proceedings ICASSP, pp. 27.16.1–3 (1986)
J. Ball and I. Gohberg, “Shift Invariant Subspaces, Factorization and Interpolation of Matrices. I. The Canonical Case,” Lin. Algebra and its Appl. 74 pp. 87–150 (1986).
P. Dewilde and H. Dym, “Lossless Chain Scattering Matrices and Optimum Linear Prediction: The Vector Case,” Intl. J. Circuit Theory and Appln. 9 pp. 135–175 (1981).
R. Grone, Ch.R. Johnson, E.M. Sa, and H. Wolkowicz, “Positive Definite Completions of Partial Hermitian Matrices,” Linear Algebra and its Applications 58 pp. 109–124 (1984).
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1988 Birkhäuser Verlag Basel
About this chapter
Cite this chapter
Dewilde, P., Deprettere, E.F.A. (1988). The Generalized Schur Algorithm: Approximation and Hierarchy. In: Gohberg, I. (eds) Topics in Operator Theory and Interpolation. Operator Theory: Advances and Applications, vol 29. Birkhäuser Basel. https://doi.org/10.1007/978-3-0348-9162-2_4
Download citation
DOI: https://doi.org/10.1007/978-3-0348-9162-2_4
Publisher Name: Birkhäuser Basel
Print ISBN: 978-3-7643-1960-1
Online ISBN: 978-3-0348-9162-2
eBook Packages: Springer Book Archive