A new algorithm for triangular factorization of Hankel matrix and its inverse

zbMATH Open1174.65387MaRDI QIDQ3609683FDOQ3609683

Authors: Xuefei Lu, Zhong Xu, Quan Lu 

Publication date: 6 March 2009

Recommendations

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zbMATH Keywords

fast algorithmHankel matrixinverse matrixtriangular factorization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Hermitian, skew-Hermitian, and related matrices (15B57)

Cited In (5)

• A multi-step algorithm for Hankel matrices
• A new algorithm of inverse for a like Loewner type matrix
• Fast Triangular Factorization of Covariance Matrices of Differenced Time Series
• Improvement on the fast algorithm for triangular decomposition of Hankel matrix and its inverse matrix
• The new algorithm for \(LDL^T\) decomposition of block Hankel matrices

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