SVD of Hankel matrices in Vandermonde-Cauchy product form

zbMATH Open1330.65057MaRDI QIDQ896901FDOQ896901

Zlatko Drmač

Publication date: 15 December 2015

Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/ETNA/volumes/2011-2020/vol44/abstract_vol44_pp593-623.html

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zbMATH Keywords

eigenvaluessingular value decompositionToeplitz matrixVandermonde matrixdiscrete Fourier transformHankel matrixrational approximationsCauchy matrixJacobi method

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Ill-posedness and regularization problems in numerical linear algebra (65F22) Theory of matrix inversion and generalized inverses (15A09) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Toeplitz, Cauchy, and related matrices (15B05) Numerical methods for discrete and fast Fourier transforms (65T50)

Cited In (4)

• Accurate SVDs of polynomial Vandermonde matrices involving orthonormal polynomials
• Data-adaptive harmonic spectra and multilayer Stuart-Landau models
• Modifications of Prony's method for the recovery and sparse approximation with generalized exponential sums
• Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices

Uses Software

• LAPACK
• advanpix

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