Two Splittings of a Square Matrix |
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Authors: | Marko Huhtanen |
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Institution: | (1) Department of Mathematics, Room 2-335, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 01239, USA |
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Abstract: | In this note it is shown that any square matrix AC
n×n
can be represented as the sum A=
, where
is complex symmetric and rank
. The corresponding persymmetric result can be used in finding the terms of a small rank perturbed Toeplitz matrix via an O(n
2) computation. This allows one to perform fast matrix–vector products in case n is large. |
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Keywords: | complex symmetric unitary congruence matrix nearness problem iterative methods Toeplitz+small rank |
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