Factorization of finite rank Hankel and Toeplitz matrices

DOI10.1016/0024-3795(92)90420-FMaRDI QIDQ1194281zbMATH OpenFDO

Authors Robert L. Ellis, David C. Lay

Publication date 27 September 1992

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

Full work available at URL https://doi.org/10.1016/0024-3795(92)90420-F

zbMATH Keywords

factorizationfinite rankHankel matrixinfinite Hankel or Toeplitz matricespositive semidefiniterank-preserving extensionsToeplitz matrixVandermonde matrix

Mathematics Subject Classification ID

Factorization of matrices (15A23) Hermitian, skew-Hermitian, and related matrices (15B57)

Review text

The authors generalize some classical results concerning factorization of Hankel and Toeplitz matrices. Specifically, a classical result concerning Hankel matrices is: an \(n\times n\) positive semidefinite real Hankel matrix \(H\) with \(\text{rank} m\geq n-1\) can be factored as \(H=RDR^ T\), where \(D\) is an \(m\times n\) diagonal matrix with positive diagonal entries and \(R\) is an \(n\times m\) real Vandermonde matrix \([\xi_ k^{j-1}]_{1\leq j\leq n,1\leq k\leq m}\). The authors generalize the result by removing the conditions that \(H\) be positive semidefinite, real and of rank at least \(n-1\). In this generalization, the matrix \(R\) is replaced by a ``generalized Vandermonde matrix (where multiplicities are allowed in the generating polynomial) and the matrix \(D\) is replaced by a block-diagonal matrix whose diagonal blocks are reversed upper triangular, i.e., have zero entries in the lower right part of the matrix. A similar classical result concerning Toeplitz matrices is: an \(n\times n\) positive semidefinite Toeplitz matrix \(T\) with rank \(m\) has a factorization of the form \(T=RDR^*\) where \(D\) is an \(m\times m\) diagonal matrix with positive diagonal entries and \(R\) is an \(n\times m\) Vandermonde matrix \([\alpha_ k^{j-1}]_{1\leq j\leq n, 1\leq k\leq m}\) with \(|\alpha_ k|=1\) for \(1\leq k\leq m\). The authors' generalization of the Toeplitz theorem is similar to that for the Hankel case; the restriction that \(T\) be positive semidefinite is removed and the ``generalized Vandermonde matrix \(R\) and block diagonal matrix \(D\) are as in the generalization for the Hankel case. Preliminary results involve some factorization theorems for infinite Hankel and Toeplitz matrices of finite rank. Then the authors prove the existence of rank-preserving extensions of finite rank Hankel and Toeplitz matrices to infinite Hankel or Toeplitz matrices having the desired factorization property.

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Cites work

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Cited in

(15)

• A fast method to diagonalize a Hankel matrix
• The uniform convergence of subsequences of the last intermediate row of the Padé table
• Vandermonde factorization and canonical representations of block Hankel matrices
• On the finite rank and finite-dimensional representation of bounded semi-infinite Hankel operators
• Every matrix is a product of Toeplitz matrices
• A class of weighted low rank approximation of the positive semidefinite Hankel matrix
• The Fischer-Frobenius transformation and outer factorization
• scientific article; zbMATH DE number 1129681 (Why is no real title available?)
• On the structure of positive semi-definite finite rank general domain Hankel and Toeplitz operators in several variables
• ULfactorization of banded Töplitz matrices
• scientific article; zbMATH DE number 2193322 (Why is no real title available?)
• Separation-free spectral super-resolution via convex optimization
• New low-rank optimization model and algorithms for spectral compressed sensing
• Quasidirect decompositions of Hankel and Toeplitz matrices
• A multivariate generalization of Prony's method

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