A definiteness test for Hankel matrices and their lower submatrices (Q1086322): Difference between revisions

A definiteness test for a Hankel matrix \(R=\{r_{i+j}\}^ N_{i,j=0}\) and its lower submatrix \(S=\{r_{i+j+1}\}^{N-1}_{i,j=0}\) is given. The test allows a description of all extensions of R which preserve definiteness of both R and S. This description in turn can be used as a definiteness test and it demonstrates a remarkable numerical stability.