A Lanczos bidiagonalization algorithm for Hankel matrices

DOI10.1016/J.LAA.2008.01.012zbMATH Open1158.65027OpenAlexW1983942331MaRDI QIDQ1002256FDOQ1002256

Kevin Browne, Yimin Wei, Sanzheng Qiao

Publication date: 25 February 2009

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

Full work available at URL: https://doi.org/10.1016/j.laa.2008.01.012

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zbMATH Keywords

numerical experimentsHankel matrixmatrix-vector multiplicationsingular value decomposition (SVD)Lanczos bidiagonalizationalgorithm stabilityfast Hankel SVD

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25)

Cites Work

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• The Lanczos Algorithm With Partial Reorthogonalization
• Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices
• A Divide-and-Conquer Algorithm for the Bidiagonal SVD
• A fast symmetric SVD algorithm for square Hankel matrices
• A fast eigenvalue algorithm for Hankel matrices
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Cited In (16)

• \textsc{mxpfit}: a library for finding optimal multi-exponential approximations
• The Lanczos algorithm and Hankel matrix factorization
• A fast symmetric SVD algorithm for square Hankel matrices
• Fast Hankel tensor–vector product and its application to exponential data fitting
• A fast eigenvalue algorithm for Hankel matrices
• High-order sum-of-squares structured tensors: theory and applications
• Hessenberg Matrix Properties and Ritz Vectors in the Finite-Precision Lanczos Tridiagonalization Process
• Bilinear Lanczos components for fast dimensionality reduction and feature extraction
• A fast method to block-diagonalize a Hankel matrix
• Fast ESPRIT algorithms based on partial singular value decompositions
• Improvement on the fast algorithm for triangular decomposition of Hankel matrix and its inverse matrix
• On the fast Lanczos method for computation of eigenvalues of Hankel matrices using multiprecision arithmetics.
• An efficient quantum algorithm for spectral estimation
• Title not available (Why is that?)
• A fast SVD for multilevel block Hankel matrices with minimal memory storage
• Inheritance properties and sum-of-squares decomposition of Hankel tensors: theory and algorithms

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