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

IPFS File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

zbMATH Keywords

Cauchy matrixdiscrete Fourier transformeigenvaluesHankel matrixJacobi methodrational approximationssingular value decompositionToeplitz matrixVandermonde matrix

Mathematics Subject Classification ID

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

Recommendations

• Accurate Singular Value Decompositions of Structured Matrices
• A fast symmetric SVD algorithm for square Hankel matrices
• Accurate bidiagonal decomposition of totally positive Cauchy-Vandermonde matrices and applications
• Accurate SVDs of polynomial Vandermonde matrices involving orthonormal polynomials
• 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
• Accurate SVDs of polynomial Vandermonde matrices involving orthonormal polynomials
• Data-adaptive harmonic spectra and multilayer Stuart-Landau models

Describes a project that uses

Uses Software

• LAPACK
• advanpix

This page was built for publication: SVD of Hankel matrices in Vandermonde-Cauchy product form

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q896901)