How bad are Hankel matrices? (Q1326373)
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English | How bad are Hankel matrices? |
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How bad are Hankel matrices? (English)
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9 October 1994
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It is proved that the spectral condition number for any real positive definite Hankel matrix of order \(n\) is lower bounded by \(3 \cdot 2^{n- 6}\). This result appears as a consequence of viewing the corresponding scaled Vandermonde matrix as the Krylov basis matrix whose spectral condition number is bounded from below by \(3^{1\over 2} \cdot 2^{{n\over 2}-3}\). As a byproduct it is obtained a lower estimate for the spectral condition number of Vandermonde matrices with arbitrary nodes.
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conditioning
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spectral condition number
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real positive definite Hankel matrix
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scaled Vandermonde matrix
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Krylov basis matrix
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