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

zbMATH Open1174.65387MaRDI QIDQ3609683FDOQ3609683

Quan Lu, Zhong Xu, Xuefei 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)

Cited In (2)

• A multi-step algorithm for Hankel matrices
• Fast Triangular Factorization of Covariance Matrices of Differenced Time Series

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