A fast algorithm for generalized Hankel matrices arising in finite-moment problems

DOI10.1016/S0024-3795(97)80041-9MaRDI QIDQ1373307zbMATH OpenOpenAlexFDO

Authors L. Gemignani

Publication date 24 August 1998

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0024-3795(97)80041-9

zbMATH Keywords

fast algorithmHankel matrixorthogonal polynomialsfinite moment problems

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical methods for integral transforms (65R10) Moment problems (44A60)

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Cites work

• scientific article; zbMATH DE number 4165563 (Why is no real title available?)
• scientific article; zbMATH DE number 404608 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• A look-ahead algorithm for the solution of general Hankel systems
• Algebraic methods for Toeplitz-like matrices and operators
• Displacement Structure: Theory and Applications
• Efficient algorithm for Toeplitz plus Hankel matrices
• Efficient solution of linear systems of equations with recursive structure
• Fast Parallel Computation of the Polynomial Remainder Sequence via Bézout and Hankel Matrices
• Fast and stable computation of the barycentric representation of rational interpolants
• Fast inversion of Chebyshev-Vandermonde matrices
• Generalized companion matrices and matrix representations for generalized Bézoutians
• How bad are Hankel matrices?
• Lyapunov, Bézout, and Hankel
• Numerical solution of the finite moment problem in a reproducing kernel Hilbert space
• On computational applications of the theory of moment problems
• Recovering a function from a finite number of moments

Cited in

(8)

• Computation of matrix-valued formally orthogonal polynomials and applications
• A matrix algorithm towards solving the moment problem of Sobolev type
• Fast and stable computation of the barycentric representation of rational interpolants
• scientific article; zbMATH DE number 1617990 (Why is no real title available?)
• On the fast Lanczos method for computation of eigenvalues of Hankel matrices using multiprecision arithmetics.
• A Lanczos bidiagonalization algorithm for Hankel matrices
• scientific article; zbMATH DE number 1283877 (Why is no real title available?)
• Spectral properties of Hankel matrices and numerical solutions of finite moment problems

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