The Lanczos algorithm and Hankel matrix factorization (Q1194514)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Lanczos algorithm and Hankel matrix factorization |
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The Lanczos algorithm and Hankel matrix factorization (English)
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27 September 1992
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The connection between the Lanczos algorithm for matrix tridiagonalization and fast algorithms for Hankel matrix factorization is studied. For this reason the Lanczos method for nonsymmetric matrices is discussed. Most Toeplitz solvers are based on the shift invariance of a Toeplitz matrix, and the authors note that many recursion formulae (although formulated under different guises) go all the way back to Chebyshev (1859).
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Lanczos algorithm
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matrix tridiagonalization
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fast algorithms
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Hankel matrix factorization
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Toeplitz matrix
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recursion formulae
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