TITLE:
Explicit Inversion for Two Brownian-Type Matrices
AUTHORS:
Florendia Valvi, Vassilis Geroyannis
KEYWORDS:
Brownian Matrix; Hadamard Product; Hessenberg Matrix; Numerical Complexity; Test Matrix
JOURNAL NAME:
Applied Mathematics,
Vol.3 No.9,
September
27,
2012
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.