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Revision as of 06:23, 11 February 2024

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A definiteness test for Hankel matrices and their lower submatrices
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    A definiteness test for Hankel matrices and their lower submatrices (English)
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    1987
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    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.
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    Hankel matrix
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    Stieltjes moment problem
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    stability of real polynomials
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    numerically stable definiteness test
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