Computation of matrix-valued formally orthogonal polynomials and applications (Q5929297): Difference between revisions

This paper concerns an algorithm for generating vector-valued right and left formally orthogonal polynomials associated with a bilinear Hankel form with rectangular matrix-valued moments of any size. Linearly or almost linearly dependent columns and rows of the block Hankel matrix associated with that form are handled by a built-in deflation procedure of the algorithm. Look-ahead is used to avoid singular or close-to-singular leading principal submatrices of the deflated block Hankel matrix. Applications include a Lanczos-type algorithm for multiple starting vectors, Padé approximations of matrix-valued transfer functions, linear systems with several right sides, and a fast block Hankel solver.