A fast eigenvalue algorithm for Hankel matrices

被引：17
|
作者：
Luk, FT [1 ]
Qiao, SZ
机构：
[1] Rensselaer Polytech Inst, Dept Comp Sci, Troy, NY 12180 USA
[2] McMaster Univ, Dept Comp & Software, Hamilton, ON L8S 4K1, Canada
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 2000年 / 316卷 / 1-3期
关键词：
Hankel matrix; toeplitz matrix; circulant matrix; fast Fourier transform; Lanczos tridiagonalization; eigenvalue decomposition; complex-symmetric matrix; complex-orthogonal transformations;
D O I：
10.1016/S0024-3795(00)00084-7
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We present an algorithm that can find all the eigenvalues of an n x n complex Hankel matrix in O(n(2) log n) operations. Our scheme consists of an O(n(2) log n) Lanczos-type tridiagonalization procedure and an O(n) QR-type diagonalization method. (C) 2000 Elsevier Science Inc. All rights reserved.
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页码：171 / 182
页数：12
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