Efficient Solution of Parameter Dependent Quasiseparable Systems and Computation of Meromorphic Matrix Functions
Résumé
In this paper we focus on the solution of shifted quasiseparable systems and of more general parameter dependent matrix equations with quasiseparable representations. We propose an efficient algorithm exploiting the invariance of the quasiseparable structure under diagonal shifting and inversion. This algorithm is applied to compute various functions of matrices. Numerical experiments show the effectiveness of the approach.
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