A multi-step algorithm for Hankel matrices

DOI10.1006/JCOM.1994.1006MaRDI QIDQ1319357zbMATH OpenOpenAlexFDO

Authors G. Heinig, Adam W. Bojanczyk

Publication date 4 December 1994

Published in Journal of Complexity (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1006/jcom.1994.1006

zbMATH Keywords

Hankel matrices with singular principal minorsinversionlook-ahead strategySchur complementsSchur-type algorithmtriangularization

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

Algorithms for inversion and triangularization of Hankel matrices with singular principal minors may produce very inaccurate results. Following ideas of \textit{T. F. Chan} and \textit{P. C. Hansen} (for the case of Toeplitz matrices) [SIAM J. Matrix Anal. Appl. 13, No. 2, 490-506 (1992; Zbl 0752.65020)] the authors develop a Schur-type algorithm that is stabilized by a look-ahead strategy. Basically one jumps from one well- conditioned section to the next one. The method is based on algebraic properties of the Schur complements for Hankel matrices.

Recommendations

• A new algorithm for triangular factorization of Hankel matrix and its inverse
• A look-ahead algorithm for the solution of general Hankel systems
• Structure theory and fast inversion of Hankel striped matrices. I
• Improvement on the fast algorithm for triangular decomposition of Hankel matrix and its inverse matrix
• scientific article; zbMATH DE number 3887860

Cited in

(17)

• A Lanczos bidiagonalization algorithm for Hankel matrices
• Efficient algorithm for Toeplitz plus Hankel matrices
• A stabilized superfast solver for indefinite Hankel systems
• Solving Toeplitz systems after extension and transformation
• Fast and stable computation of the barycentric representation of rational interpolants
• A look-ahead algorithm for the solution of general Hankel systems
• A lookahead algorithm for the solution of block Toeplitz systems
• Look-ahead methods for block Hankel systems
• A fast Hankel solver based on an inversion formula for Loewner matrices
• The new algorithm for LDL^T decomposition of block Hankel matrices
• scientific article; zbMATH DE number 5004921 (Why is no real title available?)
• Improvement on the fast algorithm for triangular decomposition of Hankel matrix and its inverse matrix
• A new algorithm for triangular factorization of Hankel matrix and its inverse
• scientific article; zbMATH DE number 1283877 (Why is no real title available?)
• Stable factorization for Hankel and Hankel‐like matrices
• Diagonal pivoting for partially reconstructible Cauchy-like matrices, with applications to Toeplitz-like linear equations and to boundary rational matrix interpolation problems
• Structure theory and fast inversion of Hankel striped matrices. I

This page was built for publication: A multi-step algorithm for Hankel matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1319357)