Large matrix inversion using state space techniques

Author

Van der Veen, Alle-Jan ; Dewilde, Patrick

Author_Institution

Dept. of Electr. Eng., Delft Univ. of Technol., Netherlands

fYear

1993

fDate

20-22 Oct 1993

Firstpage

406

Lastpage

414

Abstract

A new computational technique is presented by which large structured matrices can be inverted. The specified matrix is viewed as the input-output operator of a time-varying system. Recently developed state space algorithms which apply to such systems are then used to compute a QR factorization first and subsequently the inverse of the matrix, starting from a state realization of the matrix. The new algorithms apply in principle to any matrix. They are efficient if the structure of the matrix is such that the number of states of its time-varying state realization is small in comparison to its dimensions

Keywords

computational complexity; matrix decomposition; matrix inversion; parallel algorithms; state-space methods; time-varying systems; QR factorization; input-output operator; large matrix inversion; large structured matrices; state space algorithms; state space techniques; time-varying system; Computational complexity; Covariance matrix; Filtering; Finite element methods; Geometry; Iterative algorithms; Recursive estimation; Signal processing algorithms; State-space methods; Time varying systems;

fLanguage

English

Publisher

ieee

Conference_Titel

VLSI Signal Processing, VI, 1993., [Workshop on]

Conference_Location

Veldhoven

Print_ISBN

0-7803-0996-0

Type

conf

DOI

10.1109/VLSISP.1993.404465

Filename

404465