Article ID Journal Published Year Pages File Type
4626347 Applied Mathematics and Computation 2015 9 Pages PDF
Abstract

After a concise survey, the expanded Ikebe algorithm for inverting the lower half plus the superdiagonal of an n × n unreduced upper Hessenberg matrix H is extended to general nonsingular upper Hessenberg matrices by computing, in the reduced case, a block diagonal form of the factor matrix HL   in the inverse factorization H−1=HLU−1H−1=HLU−1. This factorization enables us to propose hybrid and accurate (nongaussian) procedures for computing H−1H−1. Thus, HL   is computed directly in the aim to be used as a fine initial guess for Newton’s iteration, which converges to H−1H−1 in a suitable number of iterations.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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