Displacement ranks of matrices and linear equations |
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Authors: | Thomas Kailath Sun-Yuan Kung Martin Morf |
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Institution: | Information Systems Laboratory, Department of Electrical Engineering, Stanford University, Stanford, California 94305 U.S.A. |
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Abstract: | It takes of the order of N3 operations to solve a set of N linear equations in N unknowns or to invert the corresponding coefficient matrix. When the underlying physical problem has some time- or shift-invariance properties, the coefficient matrix is of Toeplitz (or difference or convolution) type and it is known that it can be inverted with O(N2) operations. However non-Toeplitz matrices often arise even in problems with some underlying time-invariance, e.g., as inverses or products or sums of products of possibly rectangular Toeplitz matrices. These non-Toeplitz matrices should be invertible with a complexity between O(N2) and O(N3). In this paper we provide some content for this feeling by introducing the concept of displacement ranks, which serve as a measure of how ‘close’ to Toeplitz a given matrix is. |
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