TAILIEUCHUNG - Solution of Linear Algebraic Equations part 9

In § the case of a tridiagonal matrix was treated specially, because that particular type of linear system admits a solution in only of order N operations, rather than of order N 3 for the general linear problem. When such particular types exist | 90 Chapter2. Solution ofLinearAlgebraic Equations Vandermonde Matrices and Toeplitz Matrices In the case of a tridiagonal matrix was treated specially because that particular type of linear system admits a solution in only of order N operations rather than of order N3 for the general linear problem. When such particular types exist it is important to know about them. Your computational savings should you ever happen to be working on a problem that involves the right kind of particular type can be enormous. This section treats two special types of matrices that can be solved in of order N2 operations not as good as tridiagonal but a lot better than the general case. Other than the operations count these two types having nothing in common. Matrices of the first type termed Vandermonde matrices occur in some problems having to do with the fitting of polynomials the reconstruction of distributions from their moments and also other contexts. In this book for example a Vandermonde problem crops up in . Matrices of the second type termed Toeplitz matrices tend to occur in problems involving deconvolution and signal processing. In this book a Toeplitz problem is encountered in . These are not the only special types of matrices worth knowing about. The Hilbert matrices whose components are of the form aj 1 i j 1 i j 1 . . N can be inverted by an exact integer algorithm and are very difficult to invert in any other way since they are notoriously ill-conditioned see 1 for details . The Sherman-Morrison and Woodbury formulas discussed in can sometimes be used to convert new special forms into old ones. Reference 2 gives some other special forms. We have not found these additional forms to arise as frequently as the two that we now discuss. Vandermonde Matrices A Vandermonde matrix of size N x N is completely determined by N arbitrary numbers x1 x2 . xN in terms of which its N2 components are the integer powers xj-1 i j 1 . . . N. Evidently there are two .

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