Efficient solution of parameter‐dependent quasiseparable systems and computation of meromorphic matrix functions
Efficient solution of parameter‐dependent quasiseparable systems and computation of meromorphic matrix functions
Summary In this paper, we focus on the solution of shifted quasiseparable systems and of more general parameter‐dependent matrix equations with quasiseparable representations. We propose an efficient algorithm exploiting the invariance of the quasiseparable structure under diagonal shifting and inversion. This algorithm is applied to compute various functions of matrices. …