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A Cost-Efficient Numerical Algorithm for Evaluating the Determinant of a Quasi-Tridiagonal Matrix

机译:一种成本有效的数值算法,用于评估拟三对角矩阵的行列式

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Quasi-tridiagonal matrices frequently arise in diverse areas of electrical engineering and computer sciences, for example in power system analysis and control, computer vision, image and signal processing, and in parallel computing. Some special types of tridiagonal and quasi-tridiagonal matrices have attracted much attention over the last few years. We present a novel cost-efficient recursive algorithm for numerically evaluating the determinant of a quasi-tridiagonal matrix with order n in the current paper, whose computational cost is estimated at 9n + O(1) flops. The algorithm is based on a specialised block diagonalization and a certain type of matrix factorization. Furthermore, an efficient way of evaluating the determinants of quasi-anti-tridiagonal matrices, without imposing any restrictive assumptions is also discussed. We provide some numerical results with simulations in MATLAB implementation to show the efficiency and accuracy of the proposed algorithm, and demonstrate its competitiveness with DETGTRI algorithm.
机译:准三对角矩阵经常出现在电气工程和计算机科学的各个领域,例如在电力系统分析和控制,计算机视觉,图像和信号处理以及并行计算中。在过去的几年中,一些特殊类型的三对角矩阵和准三对角矩阵引起了人们的广泛关注。我们提出一种新颖的具有成本效益的递归算法,用于对阶次拟三对角矩阵的行列式进行数值评估 n 在当前论文中,其计算成本估计为9 n + O (1)拖鞋。该算法基于专门的块对角化和某种类型的矩阵分解。此外,还讨论了一种在不施加任何限制性假设的情况下评估拟反三对角矩阵行列式的有效方法。我们提供了一些数值结果,并在MATLAB实现中进行了仿真,以显示所提算法的效率和准确性,并证明了其与DETGTRI算法的竞争力。

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