Some fast algorithms for sequentially semiseparable representations

摘要

An extended sequentially semiseparable (SSS) representation derived from time-varying system theory is used to capture, on the one hand, the low-rank of the off-diagonal blocks of a matrix for the purposes of efficient computations and, on the other, to provide for sufficient descriptive richness to allow for backward stability in the computations. We present (i) a fast algorithm ( linear in the number of equations) to solve least squares problems in which the coefficient matrix is in SSS form, (ii) a fast algorithm to find the SSS form of X such that AX = B, where A and B are in SSS form, and (iii) a fast model reduction technique to improve the SSS form.