Brownian matrices: properties and extensions |
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| Authors: | M. J. C. GOVER S. BARNETT |
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| Affiliation: | School of Mathematical Sciences , University of Bradford , West Yorkshire, BD7 1DP, England |
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| Abstract: | Brownian matrices arise in certain models used in digital signal processing. Fast algorithms for solving brownian systems of linear equations can be derived because any brownian matrix is congruent to a tridiagonal matrix. This, and related properties, are developed and extended to matrices having a more general patterned structure. |
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