On singular values of Hankel operators of finite rank (Q1263059): Difference between revisions

Let H be a Hankel operator defined by its symbol \(\rho =\pi /\chi\), where \(\chi\) is a monic polynomial of degree n and \(\pi\) is a polynomial of degree less than n. Then H has rank n. We derive a generalized Takagi singular value problem defined by two \(n\times n\) matrices, such that its n generalized Takagi singular values are the positive singular values of H. If \(\rho\) is real, then the generalized Takagi singular value problem reduces to a generalized symmetric eigenvalue problem. The computations can be carried out so that the Lanczos method applied to the latter problem requires only O(n log n) arithmetic operations for each iteration. If \(\pi\) and \(\chi\) are given in power form, then the elements of all \(n\times n\) matrices required can be determined in \(O(n^ 2)\) arithmetic operations.