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Explicit Inversion for Two Brownian-Type Matrices
Department of Mathematics, University of Patras, Patras, Greece
Department of Physics, University of Patras, Patras, Greece
- 1 Department of Mathematics, University of Patras, Patras, Greece
- 2 Department of Physics, University of Patras, Patras, Greece
Applied Mathematics·Volume 03 (2012)·Pages 1068–1073·Published 27 September 2012·DOI10.4236/am.2012.39157
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Abstract
We present explicit inverses of two Brownian-type matrices, which are defined as Hadamard products of certain already known matrices. The matrices under consideration are defined by 3n - 1 parameters and their lower Hessenberg form inverses are expressed analytically in terms of these parameters. Such matrices are useful in the theory of digital signal processing and in testing matrix inversion algorithms.
KeywordsBrownian MatrixHadamard ProductHessenberg MatrixNumerical ComplexityTest Matrix
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