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Differentical equations, dynamical systems and optimal control
On some applications of bilateral orthogonalization in computational algebra
A. O. Egorshin Sobolev Institute of Mathematics,
4, pr. Koptyuga,
Novosibirsk, 630090, Russia
Abstract:
In this article it is proved that the equations of sequential solution of a number of computational algebra problems are the consequences of equations of counter orthogonalization and biorthogonalization in Hilbert and Euclidean spaces. The basis of these equations is the known sequential method of direct Gram–Sonin–Schmidt orthogonalization. It is considered the problems related to matrix inversions, their triangular factorizations, and solving systems of linear algebraic equations.
Keywords:
Gram–Sonin–Schmidt orthogonalization, bilateral orthogonalization, Frobenius formula, triangular factorization, general matrix inverse, least square method, innovation process, Kalman filter.
Received August 22, 2018, published February 6, 2019
Citation:
A. O. Egorshin, “On some applications of bilateral orthogonalization in computational algebra”, Sib. Èlektron. Mat. Izv., 16 (2019), 187–205
Linking options:
https://www.mathnet.ru/eng/semr1049 https://www.mathnet.ru/eng/semr/v16/p187
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Abstract page: | 285 | Full-text PDF : | 134 | References: | 35 |
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