A fast Hankel solver based on an inversion formula for Loewner matrices (Q1809103): Difference between revisions

Linear equations with Hankel matrices are transformed to systems with Loewner matrices by the fast Fourier transform. The latter systems are solved via two rational interpolation problems on the unit circle. In principle, singularities of rational expressions may be encountered. Therefore the authors introduce a pivoting strategy. The complexity of the algorithm is \(O (n^2)\).

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reviewed by

Dietrich Braess

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Mathematics Subject Classification ID

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Hankel matrices

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Loewner matrices

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fast Fourier transform

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rational interpolation

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pivoting strategy

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complexity

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describes a project that uses

LAPACK

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MaRDI profile type

MaRDI publication profile

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cites work

Q4314299

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A multi-step algorithm for Hankel matrices

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Computation of Numerical Padé–Hermite and Simultaneous Padé Systems I: Near Inversion of Generalized Sylvester Matrices

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Computation of Numerical Padé–Hermite and Simultaneous Padé Systems II: A Weakly Stable Algorithm

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A Weakly Stable Algorithm for Padé Approximants and the Inversion of Hankel Matrices

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A look-ahead Levinson algorithm for general Toeplitz systems

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A Look-Ahead Levinson Algorithm for Indefinite Toeplitz Systems

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Hankel and Loewner matrices

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An inversion formula and fast algorithms for Cauchy-Vandermonde matrices

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A look-ahead Bareiss algorithm for general Toeplitz matrices

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Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems

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A look-ahead algorithm for the solution of general Hankel systems

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Q4327531

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High performance algorithms for Toeplitz and block Toeplitz matrices

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Efficient solution of linear systems of equations with recursive structure

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Linear complexity parallel algorithms for linear systems of equations with recursive structure

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Fast Gaussian Elimination with Partial Pivoting for Matrices with Displacement Structure

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Fast state space algorithms for matrix Nehari and Nehari-Takagi interpolation problems

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Stable row recurrences for the Padé table and generically superfast lookahead solvers for non-Hermitian Toeplitz systems

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Look-ahead Levinson- and Schur-type recurrences in the Padé table

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Look-ahead Levinson and Schur algorithms for non-Hermitian Toeplitz systems

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Q4312678

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Solving Toeplitz systems after extension and transformation

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Q4230004

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Transformation techniques for Toeplitz and Toeplitz-plus-Hankel matrices. II: Algorithms

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Transformation techniques for Toeplitz and Toeplitz-plus-Hankel matrices. I: Transformations

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Algebraic methods for Toeplitz-like matrices and operators

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Stability Analysis of Algorithms for Solving Confluent Vandermonde-Like Systems

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Q4327532

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Q5820720

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Diagonal pivoting for partially reconstructible Cauchy-like matrices, with applications to Toeplitz-like linear equations and to boundary rational matrix interpolation problems

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Displacement Structure: Theory and Applications

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A fast block Hankel solver based on an inversion formula for block Loewner matrices

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Q4003887

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Newton interpolation at Leja points

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A new approach to the rational interpolation problem

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A general module theoretic framework for vector M-Padé and matrix rational interpolation

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A lookahead algorithm for the solution of block Toeplitz systems

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Inversion of a block Löwner matrix

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Remarks on complexity of polynomial and special matrix computations

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Inverses of Löwner matrices

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Wikidata QID

Q127841529

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Sitelinks

Mathematics(1 entry)

mardi Publication:1809103

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+Normal rank
@@ Property / cites work @@
+A multi-step algorithm for Hankel matrices
@@ Property / cites work: A multi-step algorithm for Hankel matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Computation of Numerical Padé–Hermite and Simultaneous Padé Systems I: Near Inversion of Generalized Sylvester Matrices
+Normal rank
@@ Property / cites work @@
+Computation of Numerical Padé–Hermite and Simultaneous Padé Systems II: A Weakly Stable Algorithm
+Normal rank
@@ Property / cites work @@
+A Weakly Stable Algorithm for Padé Approximants and the Inversion of Hankel Matrices
+Normal rank
@@ Property / cites work @@
+A look-ahead Levinson algorithm for general Toeplitz systems
+Normal rank
@@ Property / cites work @@
+A Look-Ahead Levinson Algorithm for Indefinite Toeplitz Systems
+Normal rank
@@ Property / cites work @@
+Hankel and Loewner matrices
@@ Property / cites work: Hankel and Loewner matrices / rank @@
+Normal rank
@@ Property / cites work @@
+An inversion formula and fast algorithms for Cauchy-Vandermonde matrices
+Normal rank
@@ Property / cites work @@
+A look-ahead Bareiss algorithm for general Toeplitz matrices
+Normal rank
@@ Property / cites work @@
+Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems
+Normal rank
@@ Property / cites work @@
+A look-ahead algorithm for the solution of general Hankel systems
+Normal rank
@@ Property / cites work @@
+Q4327531
@@ Property / cites work: Q4327531 / rank @@
+Normal rank
@@ Property / cites work @@
+High performance algorithms for Toeplitz and block Toeplitz matrices
+Normal rank
@@ Property / cites work @@
+Efficient solution of linear systems of equations with recursive structure
+Normal rank
@@ Property / cites work @@
+Linear complexity parallel algorithms for linear systems of equations with recursive structure
+Normal rank
@@ Property / cites work @@
+Fast Gaussian Elimination with Partial Pivoting for Matrices with Displacement Structure
+Normal rank
@@ Property / cites work @@
+Fast state space algorithms for matrix Nehari and Nehari-Takagi interpolation problems
+Normal rank
@@ Property / cites work @@
+Stable row recurrences for the Padé table and generically superfast lookahead solvers for non-Hermitian Toeplitz systems
+Normal rank
@@ Property / cites work @@
+Look-ahead Levinson- and Schur-type recurrences in the Padé table
+Normal rank
@@ Property / cites work @@
+Look-ahead Levinson and Schur algorithms for non-Hermitian Toeplitz systems
+Normal rank
@@ Property / cites work @@
+Q4312678
@@ Property / cites work: Q4312678 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving Toeplitz systems after extension and transformation
+Normal rank
@@ Property / cites work @@
+Q4230004
@@ Property / cites work: Q4230004 / rank @@
+Normal rank
@@ Property / cites work @@
+Transformation techniques for Toeplitz and Toeplitz-plus-Hankel matrices. II: Algorithms
+Normal rank
@@ Property / cites work @@
+Transformation techniques for Toeplitz and Toeplitz-plus-Hankel matrices. I: Transformations
+Normal rank
@@ Property / cites work @@
+Algebraic methods for Toeplitz-like matrices and operators
+Normal rank
@@ Property / cites work @@
+Stability Analysis of Algorithms for Solving Confluent Vandermonde-Like Systems
+Normal rank
@@ Property / cites work @@
+Q4327532
@@ Property / cites work: Q4327532 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5820720
@@ Property / cites work: Q5820720 / rank @@
+Normal rank
@@ Property / cites work @@
+Diagonal pivoting for partially reconstructible Cauchy-like matrices, with applications to Toeplitz-like linear equations and to boundary rational matrix interpolation problems
+Normal rank
@@ Property / cites work @@
+Displacement Structure: Theory and Applications
@@ Property / cites work: Displacement Structure: Theory and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+A fast block Hankel solver based on an inversion formula for block Loewner matrices
+Normal rank
@@ Property / cites work @@
+Q4003887
@@ Property / cites work: Q4003887 / rank @@
+Normal rank
@@ Property / cites work @@
+Newton interpolation at Leja points
@@ Property / cites work: Newton interpolation at Leja points / rank @@
+Normal rank
@@ Property / cites work @@
+A new approach to the rational interpolation problem
+Normal rank
@@ Property / cites work @@
+A general module theoretic framework for vector M-Padé and matrix rational interpolation
+Normal rank
@@ Property / cites work @@
+A lookahead algorithm for the solution of block Toeplitz systems
+Normal rank
@@ Property / cites work @@
+Inversion of a block Löwner matrix
@@ Property / cites work: Inversion of a block Löwner matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Remarks on complexity of polynomial and special matrix computations
+Normal rank
@@ Property / cites work @@
+Inverses of Löwner matrices
@@ Property / cites work: Inverses of Löwner matrices / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q127841529
@@ Property / Wikidata QID: Q127841529 / rank @@
+Normal rank