Analysis of a fast Hankel eigenvalue algorithm

Details Analysis of a fast Hankel eigenvalue algorithm Analysis of a fast Hankel eigenvalue algorithm

Nov 1999

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1999spie.3807..324l&link_type=abstract

Proc. SPIE Vol. 3807, p. 324-333, Advanced Signal Processing Algorithms, Architectures, and Implementations IX, Franklin T. Luk;

Computer Science

Scientific paper

This paper analyzes the important steps of an O(n2 log n) algorithm for finding the eigenvalues of a complex Hankel matrix. The three key steps are a Lanczos-type tridiagonalization algorithm, a fast FFT-based Hankel matrix-vector product procedure, and a QR eigenvalue method based on complex-orthogonal transformations. In this paper, we present an error analysis of the three steps, as well as results from numerical experiments.

Affiliated with

Also associated with

No associations

Rating

Analysis of a fast Hankel eigenvalue algorithm does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Analysis of a fast Hankel eigenvalue algorithm, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Analysis of a fast Hankel eigenvalue algorithm will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-1513871