Positive definite Hankel matrices using Cholesky factorization

MaRDI QIDQ3407845zbMATH OpenFDO

Authors

Publication date 24 February 2010

zbMATH Keywords

Cholesky factorizationinverse problemnumerical examplesalgorithmcondition numbersHankel matricesreal positive definite matrices

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Conditioning of matrices (15A12) Inverse problems in linear algebra (15A29)

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Cited in

(11)

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• Eigenvalue estimates for Hankel matrices
• Symmetric Bernoulli matrix and its Cholesky decomposition
• Cholesky decomposition of the Hilbert matrix
• Minimal condition number for positive definite Hankel matrices using semidefinite programming
• Cholesky decomposition of a positive semidefinite matrix with known kernel
• Positive definite Hankel matrices of minimal condition
• A universal envelope for Gaussian processes and their kernels
• scientific article; zbMATH DE number 3964069 (Why is no real title available?)
• scientific article; zbMATH DE number 4089726 (Why is no real title available?)
• A definiteness test for Hankel matrices and their lower submatrices

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