Authors: Ivan Stanimirović
Publish Date: 2012/06/22
Volume: 40, Issue: 1-2, Pages: 569-586
Abstract
Fullrank block LDL ∗ decomposition of a Hermitian n×n block matrix A is examined where the iterative procedure evaluating the submatrices appearing in L and D is provided This factorization is used to evaluate the inverse and MoorePenrose inverse of a Hermitian n×n block matrix The method for the calculation of the MoorePenrose inverse of an arbitrary 2×2 block matrix is also provided Therefore matrix products A ∗ A and AA ∗ and the corresponding fullrank block LDL ∗ factorizations are observed Also a simple explicit formulae calculating the solution vector components of the normal system of equations is stated where the LDL ∗ decomposition of the system matrix is done
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