A definiteness test for Hankel matrices and their lower submatrices (Q1086322)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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