Brownian matrices: properties and extensions

  title={Brownian matrices: properties and extensions},
  author={M. J. C. Gover and Stephen Barnett},
Abstract Brownian matrices arise in certain models used in digital signal processing. Fast algorithms for solving brownian systems of linear equations can be derived because any brownian matrix is congruent to a tridiagonal matrix. This, and related properties, are developed and extended to matrices having a more general patterned structure. 


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