A fast Hankel solver based on an inversion formula for Loewner matrices (Q1809103)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A fast Hankel solver based on an inversion formula for Loewner matrices |
scientific article |
Statements
A fast Hankel solver based on an inversion formula for Loewner matrices (English)
0 references
21 August 2000
0 references
Linear equations with Hankel matrices are transformed to systems with Loewner matrices by the fast Fourier transform. The latter systems are solved via two rational interpolation problems on the unit circle. In principle, singularities of rational expressions may be encountered. Therefore the authors introduce a pivoting strategy. The complexity of the algorithm is \(O (n^2)\).
0 references
Hankel matrices
0 references
Loewner matrices
0 references
fast Fourier transform
0 references
rational interpolation
0 references
pivoting strategy
0 references
complexity
0 references