Modification of Rissanen’s Method in Linear Memory


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Abstract

The problem of solving a linear system with a Hankel or block-Hankel matrix, as well as Rissanen’s algorithm and its generalization to the block case, are considered. Modifications of these algorithms that use less memory (O(n) against O(n2)).

About the authors

I. V. Timokhin

Institute of Numerical Mathematics

Author for correspondence.
Email: timokhin.iv@gmail.com
Russian Federation, Moscow, 119933

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