Inverting a matrix function around a singularity via local rank factorization

Massimo Franchi and Paolo Paruolo

No 2014/6, DSS Empirical Economics and Econometrics Working Papers Series from Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome

Abstract: This paper proposes a recursive procedure that characterizes the order of the pole and the coecients of the Laurent series representation of the inverse of a regular analytic matrix function. The algorithm consists in performing a finite sequence of rank factorizations of matrices of non-increasing dimension, at most equal to the dimension of the original matrix function.

Keywords: Matrix valued functions; Matrix inversion; Analytic perturbation; Laurent series expansion (search for similar items in EconPapers)
JEL-codes: C32 C51 C52 (search for similar items in EconPapers)
Pages: 22 pages
Date: 2014-12
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Persistent link: https://EconPapers.repec.org/RePEc:sas:wpaper:20146

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