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The efficient evaluation of the hypergeometric function of a matrix argument
- Math. Comp
"... Abstract. We present new algorithms that efficiently approximate the hypergeometric function of a matrix argument through its expansion as a series of Jack functions. Our algorithms exploit the combinatorial properties of the Jack function, and have complexity that is only linear in the size of the ..."
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Cited by 16 (6 self)
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Abstract. We present new algorithms that efficiently approximate the hypergeometric function of a matrix argument through its expansion as a series of Jack functions. Our algorithms exploit the combinatorial properties of the Jack function, and have complexity that is only linear in the size of the matrix. 1.
The accurate and efficient solution of a totally positive generalized Vandermonde linear system
- SIAM J. Matrix Anal. Appl
, 2005
"... Abstract. Vandermonde, Cauchy, and Cauchy–Vandermonde totally positive linear systems can be solved extremely accurately in O(n 2) time using Björck–Pereyra-type methods. We prove that Björck–Pereyra-type methods exist not only for the above linear systems but also for any totally positive linear sy ..."
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Cited by 14 (6 self)
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Abstract. Vandermonde, Cauchy, and Cauchy–Vandermonde totally positive linear systems can be solved extremely accurately in O(n 2) time using Björck–Pereyra-type methods. We prove that Björck–Pereyra-type methods exist not only for the above linear systems but also for any totally positive linear system as long as the initial minors (i.e., contiguous minors that include the first row or column) can be computed accurately. Using this result we design a new O(n 2) Björck– Pereyra-type method for solving generalized Vandermonde systems of equations by using a new algorithm for computing the Schur function. We present explicit formulas for the entries of the bidiagonal decomposition, the LDU decomposition, and the inverse of a totally positive generalized Vandermonde matrix, as well as algorithms for computing these entries to high relative accuracy.
Accurate computations with totally nonnegative matrices
- SIAM J. Matrix Anal. Appl
, 2007
"... Abstract. We consider the problem of performing accurate computations with rectangular (m × n) totally nonnegative matrices. The matrices under consideration have the property of having a unique representation as products of nonnegative bidiagonal matrices. Given that representation, one can compute ..."
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Cited by 13 (6 self)
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Abstract. We consider the problem of performing accurate computations with rectangular (m × n) totally nonnegative matrices. The matrices under consideration have the property of having a unique representation as products of nonnegative bidiagonal matrices. Given that representation, one can compute the inverse, LDU decomposition, eigenvalues, and SVD of a totally nonnegative matrix to high relative accuracy in O(max(m 3,n 3)) time—much more accurately than conventional algorithms that ignore that structure. The contribution of this paper is to show that the high relative accuracy is preserved by operations that preserve the total nonnegativity—taking a product, re-signed inverse (when m = n), converse, Schur complement, or submatrix of a totally nonnegative matrix, any of which costs at most O(max(m 3,n 3)). In other words, the class of totally nonnegative matrices for which we can do numerical linear algebra very accurately in O(max(m 3,n 3)) time (namely, those for which we have a product representation via nonnegative bidiagonals) is closed under the operations listed above.

