A multi-step algorithm for Hankel matrices (Q1319357)

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.