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Gilbert Strang - Fast transforms: Banded matrices with banded inverses

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**D OMAGOJ M AJSTOROVIC Matrikelnummer: 03649878
**

November 17, 2013

Introduction

One of the most common digital-signal-processing techniques is the discrete Fourier transform (DFT), which breaks a signal into its component frequencies and can be represented as a matrix. Although the matrix for the Fourier transform is full, the great thing about the Fourier transform is that it happens to be possible, even though it’s full, to multiply fast and to invert it fast. However, for some signal-processing applications, banded matrices could prove more efﬁcient than the Fourier transform. In this paper prof. Gilbert Strang describes a new way to split certain types of matrices into simpler matrices. The result could have implications for software that processes video, audio data or maybe for systems that control mechanical devices.

Banded Matrices

Prof. Strang’s analysis applies to so-called banded matrices. Most of the numbers in a banded matrix are zeroes; the only exceptions fall along diagonal bands, at or near the central diagonal of the matrix. Since most of the entries in a banded matrix are zero, multiplying it by another matrix 1

.is a very efﬁcient procedure: You can ignore all the zero entries. .however. . . it’s not easy to know whether a banded matrix has banded inverse or not.. Strang describes a new technique for breaking a banded matrix up into simpler matrices . . 0 ··· ··· ··· . etc. (1) Figure 1: Tridiagonal 6-by-6 banded matrix with bandwidth 3 Actully the inverse of a banded matrix is almost always full. B11 B12 0 B23 B33 B21 B22 0 B32 . .. . . and if they do. . . the fact that a matrix is banded doesn’t mean that its inverse is. and we can expect other mathematicians to apply techniques like Strang’s to other types of structured matrices. . However. Prof.). but there are others. Using this approach it’s easier to tell whether these simpler matrices have banded inverses. Conclusion This paper contribute to the analysis of one particular structure (perhaps the simplest): banded matrices. That is the reason why are the scientists interested in banded matrices with banded inverses . B34 . . too. weather monitoring... Bandedness is one type of structure. Prof. B54 B55 · · · 0 B65 0 B56 B66 0 .matrices with fewer bands.. .. .. . Strang showed very interesting tehnique which could be implemented in various cases of data sets which often yield matrices with regular structures (medical imaging. sensing of all kinds. B43 B44 B45 . meaning that almost all of its entries are nonzero. . . their combination will. 2 . Because of that speed advantages offered by banded matrices would be lost if restoring the signal required multiplying it by a full matrix. .

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