The Lanczos algorithm and Hankel matrix factorization (Q1194514): Difference between revisions

The connection between the Lanczos algorithm for matrix tridiagonalization and fast algorithms for Hankel matrix factorization is studied. For this reason the Lanczos method for nonsymmetric matrices is discussed. Most Toeplitz solvers are based on the shift invariance of a Toeplitz matrix, and the authors note that many recursion formulae (although formulated under different guises) go all the way back to Chebyshev (1859).