Fast state space algorithms for matrix Nehari and Nehari-Takagi interpolation problems |
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Authors: | I. Gohberg V. Olshevsky |
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Affiliation: | (1) School of Mathematical Sciences Raymond and Beverly Sackler Faculty of Exact Sciences, Tel Aviv University, 69978 Ramat Aviv, Israel |
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Abstract: | Numerical algorithms with complexityO(n2) operations are proposed for solving matrix Nehari and Nehari-Takagi problems withn interpolation points. The algorithms are based on explicit formulas for the solutions and on theorems about cascade decomposition of rational matrix function given in a state space form. The method suggests also fast algorithms for LDU factorizations of structured matrices. The numerical behavior of the designed algorithms is studied for a wide set of examples. |
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Keywords: | Primary: 47A57 93B36 Secondary 15A23 |
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