A fast symmetric SVD algorithm for square Hankel matrices
A novel symmetric singular value decomposition (SSVD) algorithm for square Hankel matrices of order \(n\) is presented, in contrast to the existing singular value decomposition (SVD) algorithms. A square Hankel matrix is first transformed into a symmetric tridiagonal form using the block Lanczos method integrated with orthogonalization schemes for high performance and good orthogonality. Then the SSVD of the symmetric tridiagonal matrix is computed by the implicit QR method for the singular values and the twisted factorization method for the singular vectors. This method works much faster on special matrices, especially in case of symmetric tridiagonal Hessenberg matrices, and symmetric band matrices. Finally, the singular vectors are converted into the Takagi vectors in the SSVD. The Takagi vector matrix is given in the form of a product of unitary matrices. If the block Lanczos method is used in the tridiagonalization, it is a product of three unitary matrices; if the classical Lanczos method is used, it is a product of two matrices. The issue of the orthogonality of the Takagi vectors associated with a multiple singular value is dealt with by two techniques: an index selection strategy in the twisted factorization method; the orthogonalization process in converting the singular vectors into the Takagi vectors. Some numerical experiments are provided to confirm the theoretical complexity and to illustrate the good accuracy of the proposed algorithm.
- scientific article; zbMATH DE number 1974611
- A Lanczos bidiagonalization algorithm for Hankel matrices
- A fast eigenvalue algorithm for Hankel matrices
- A fast SVD for multilevel block Hankel matrices with minimal memory storage
- Singular value decomposition of an infinite block-hankel matrix and its applications
- A Divide-and-Conquer Method for the Takagi Factorization
- A twisted factorization method for symmetric SVD of a complex symmetric tridiagonal matrix
- An \({\mathcal O}(n^{2})\) algorithm for the bidiagonal SVD
- Comments on "Method of flow graph simplification for the 16-point discrete Fourier Transform"
- Computing the Bidiagonal SVD Using Multiple Relatively Robust Representations
- scientific article; zbMATH DE number 49594 (Why is no real title available?)
- scientific article; zbMATH DE number 1350351 (Why is no real title available?)
- scientific article; zbMATH DE number 741104 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- scientific article; zbMATH DE number 3191506 (Why is no real title available?)
- Independent component analysis, a new concept?
- Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices
- Orthogonal Eigenvectors and Relative Gaps
- Singular value decompositions of complex symmetric matrices
- Tridiagonalization of a symmetric band matrix
- A Lanczos bidiagonalization algorithm for Hankel matrices
- Square Hankel SVD subspace tracking algorithms
- A fast eigenvalue algorithm for Hankel matrices
- Two modified augmented Lagrange multiplier algorithms for Toeplitz matrix compressive recovery
- Fast and provable algorithms for spectrally sparse signal reconstruction via low-rank Hankel matrix completion
- Comparisons of several algorithms for Toeplitz matrix recovery
- Toeplitz matrix completion via a low-rank approximation algorithm
- A mean value algorithm for Toeplitz matrix completion
- A fast rank-reduction algorithm based on block Hankel Hankel block matrix-vector multiplication with applications to seismic signal processing
- A twisted factorization method for symmetric SVD of a complex symmetric tridiagonal matrix
- Singular value decomposition of an infinite block-hankel matrix and its applications
- Computation- and space-efficient implementation of SSA
- scientific article; zbMATH DE number 1974611 (Why is no real title available?)
- Fast polynomial transforms based on Toeplitz and Hankel matrices
- A fast SVD for multilevel block Hankel matrices with minimal memory storage
- A modified augmented Lagrange multiplier algorithm for Toeplitz matrix completion
- Fast Hankel tensor-vector product and its application to exponential data fitting.
- An efficient quantum algorithm for spectral estimation
- Fast algorithm for Toeplitz matrix recovery via a hybrid thresholding operator
- A comparison between the complex symmetric based and classical computation of the singular value decomposition of normal matrices
- SVD of Hankel matrices in Vandermonde-Cauchy product form
This page was built for publication: A fast symmetric SVD algorithm for square Hankel matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2465321)
