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Stable factorization of Hankel and Hankel-like matrices
被引:0
|作者:
Olshevsky, V
[1
]
Stewart, M
[1
]
机构:
[1] Georgia State Univ, Dept Math & Comp Sci, Atlanta, GA 30303 USA
来源:
关键词:
structured matrices;
Hankel matrices;
fast algorithms;
look-ahead;
numerical stability;
D O I:
10.1117/12.367650
中图分类号:
TM [电工技术];
TN [电子技术、通信技术];
学科分类号:
0808 ;
0809 ;
摘要:
This paper gives displacement structure algorithms for the factorization positive definite and indefinite Hankel and Hankel-like matrices. The positive definite algorithm uses orthogonal symplectic transformations in place of the Sigma-orthogonal transformations used in Toeplitz algorithms. The indefinite algorithm uses a look-ahead step and is based on the observation that displacement structure algorithms for Hankel factorization have a natural and simple block generalization. Both algorithms can be applied to Hankel-like matrices of arbitrary displacement rank.
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页码:334 / 349
页数:16
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