A fast Hankel solver based on an inversion formula for Loewner matrices (Q1809103)
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| Language | Label | Description | Also known as |
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| English | A fast Hankel solver based on an inversion formula for Loewner matrices |
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A fast Hankel solver based on an inversion formula for Loewner matrices (English)
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21 August 2000
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Linear equations with Hankel matrices are transformed to systems with Loewner matrices by the fast Fourier transform. The latter systems are solved via two rational interpolation problems on the unit circle. In principle, singularities of rational expressions may be encountered. Therefore the authors introduce a pivoting strategy. The complexity of the algorithm is \(O (n^2)\).
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Hankel matrices
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Loewner matrices
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fast Fourier transform
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rational interpolation
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pivoting strategy
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complexity
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