How bad are Hankel matrices? (Q1326373): Difference between revisions

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Latest revision as of 21:04, 19 March 2024

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How bad are Hankel matrices?
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    How bad are Hankel matrices? (English)
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    9 October 1994
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    It is proved that the spectral condition number for any real positive definite Hankel matrix of order \(n\) is lower bounded by \(3 \cdot 2^{n- 6}\). This result appears as a consequence of viewing the corresponding scaled Vandermonde matrix as the Krylov basis matrix whose spectral condition number is bounded from below by \(3^{1\over 2} \cdot 2^{{n\over 2}-3}\). As a byproduct it is obtained a lower estimate for the spectral condition number of Vandermonde matrices with arbitrary nodes.
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    conditioning
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    spectral condition number
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    real positive definite Hankel matrix
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    scaled Vandermonde matrix
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    Krylov basis matrix
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