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

MaRDI QIDQ3609683zbMATH OpenFDO

Authors Xuefei Lu, Zhong Xu, Quan Lu

Publication date 6 March 2009

zbMATH Keywords

fast algorithmHankel matrixinverse matrixtriangular factorization

Mathematics Subject Classification ID

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

Recommendations

• Improvement on the fast algorithm for triangular decomposition of Hankel matrix and its inverse matrix
• A multi-step algorithm for Hankel matrices
• The new algorithm for \(LDL^T\) decomposition of block Hankel matrices
• Fast Triangular Factorization and Inversion of Hankel and Related Matrices with Arbitrary Rank Profile
• Fast inversion of triangular Toeplitz matrices

Cited in

(6)

• 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
• Fast \(CU\) triangular factorization algorithm
• The new algorithm for \(LDL^T\) decomposition of block Hankel matrices

This page was built for publication: A new algorithm for triangular factorization of Hankel matrix and its inverse

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3609683)