English

A finite dimensional analog of the Krein formula

Mathematical Physics 2007-05-23 v1 Analysis of PDEs math.MP

Abstract

I offer a simple and useful formula for the resolvent of a small rank perturbation of large matrices. I discuss applications of this formula, in particular, to analytical and numerical solving of difference boundary value problems. I present examples connected with such problems for the difference Laplacian and estimate numerical efficiency of the corresponding algorithms.

Keywords

Cite

@article{arxiv.math-ph/0209055,
  title  = {A finite dimensional analog of the Krein formula},
  author = {I. A. Shereshevskii},
  journal= {arXiv preprint arXiv:math-ph/0209055},
  year   = {2007}
}

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arXiv version is already official