Stable factorization of Hankel and Hankel-like matrices

Details Stable factorization of Hankel and Hankel-like matrices Stable factorization of Hankel and Hankel-like matrices

Nov 1999

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1999spie.3807..334o&link_type=abstract

Proc. SPIE Vol. 3807, p. 334-349, Advanced Signal Processing Algorithms, Architectures, and Implementations IX, Franklin T. Luk;

Physics

Scientific paper

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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