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A recursive algorithm for the inversion of matrices with circulant blocks. (English) Zbl 1125.65026
The authors focus on the development and investigation of a recursive algorithm for the inversion of matrices with circulant blocks. An algorithm and one illustrative numerical example is presented. They determine the computation complexity of the recursive inversion and compare its efficiency with the LU decomposition method. They conclude their paper with several numerical results. These results exhibit the efficiency of the proposed method in terms of CPU time.
MSC:
65F05Direct methods for linear systems and matrix inversion (numerical linear algebra)
Software:
Matlab