A finite dimensional analog of the Krein formula

Details A finite dimensional analog of the Krein formula A finite dimensional analog of the Krein formula

2002-09-25

arxiv.org/abs/math-ph/0209055v1

J. Nonlinear Math. Phys. 8 (2001) no. 4, 446-457

Physics

Mathematical Physics

arXiv version is already official

Scientific paper

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.

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