- Author
- Year
- 2007
- Title
- Recursive solution of certain structured linear systems
- Journal
- SIAM Journal on Matrix Analysis and Applications
- Volume | Issue number
- 29 | 4
- Pages (from-to)
- 1191-1217
- Document type
- Article
- Faculty
- Faculty of Economics and Business (FEB)
Faculty of Science (FNWI) - Institute
- Amsterdam School of Economics Research Institute (ASE-RI)
Korteweg-de Vries Institute for Mathematics (KdVI) - Abstract
We provide explicit representations of the null space $\mathcal{S}$ of adjoints of companion-related matrices and of certain rectangular generalized Vandermonde matrices of block Toeplitz type which are encountered in the Fisher information matrix of time series processes. A formula for the right-inverse of this class of matrices $A$ is provided which allows one to express the solution of the system $Ax=b$ as $x=A^{-}b+$ $\mathcal{S}$. The formulas can be easily turned into solution algorithms.- URL
- go to publisher's site
- Language
- Undefined/Unknown
- Persistent Identifier
- https://hdl.handle.net/11245/1.278884
- Downloads
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