✦ LIBER ✦
Inverting block Toeplitz matrices in block Hessenberg form by means of displacement operators: Application to queueing problems
✍ Scribed by Dario Andrea Bini; Beatrice Meini
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 864 KB
- Volume
- 272
- Category
- Article
- ISSN
- 0024-3795
No coin nor oath required. For personal study only.
✦ Synopsis
The concept of displacement rank is used to devise an algorithm for the inversion of an n X n block Toeplitz matrix in block Hessenberg form H, having m X m block entries. This kind of matrices arises in many important problems in queueing theory.
We explicitly relate the first and last block rows and block columns of H,' with the corresponding ones of H,$. These block vectors fully define all the entries of H,; ' 1)~ means of a Gohberg-Semencul-like formula. In this way we obtain a doubling algorithm for the computation of H;',