SVD of Hankel matrices in Vandermonde-Cauchy product form

MaRDI QIDQ896901zbMATH OpenFDO

Authors 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)

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• scientific article; zbMATH DE number 1304509

Cited in

(4)

• 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
• Data-adaptive harmonic spectra and multilayer Stuart-Landau models
• Accurate SVDs of polynomial Vandermonde matrices involving orthonormal polynomials

Describes a project that uses

Uses Software

• LAPACK
• advanpix

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