Positive definite Hankel matrices using Cholesky factorization

zbMATH Open1184.65045MaRDI QIDQ3407845FDOQ3407845

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Publication date: 24 February 2010

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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)

Cited In (11)

• Stable factorization for Hankel and Hankel‐like matrices
• 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
• Positive definite Hankel matrices of minimal condition
• Cholesky decomposition of a positive semidefinite matrix with known kernel
• A universal envelope for Gaussian processes and their kernels
• Title not available (Why is that?)
• Title not available (Why is that?)
• A definiteness test for Hankel matrices and their lower submatrices

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