A fast method to diagonalize a Hankel matrix

DOI10.1016/S0024-3795(98)10101-5zbMath0935.65029MaRDI QIDQ1124767

Franklin T. Luk, Daniel L. Boley, David Vandevoorde

Publication date: 28 November 1999

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

numerical exampleeigenvaluesLanczos methodHankel matrixVandermonde factorizationProny's method

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (2)

A new aspect of Hankel matrices via Krylov matrix ⋮ On Hankel matrices and the symmetric nonnegative inverse eigenvalue problem

Uses Software

• mctoolbox

Cites Work

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• Polynomials and Hankel matrices
• Interpolation of rational matrix functions
• Factorization of finite rank Hankel and Toeplitz matrices
• The Lanczos algorithm and Hankel matrix factorization
• The fast generalized Parker-Traub algorithm for inversion of Vandermonde and related matrices
• Krylov space methods on state-space control models
• A simple Hankel interpretation of the Berlekamp-Massey algorithm
• Chasing Algorithms for the Eigenvalue Problem
• Fast Solution of Confluent Vandermonde Linear Systems
• A Stable Numerical Method for Inverting Shape from Moments
• A $QL$ Procedure for Computing the Eigenvalues of Complex Symmetric Tridiagonal Matrices
• Solution of Vandermonde systems of equations
• The Triangular Decomposition of Hankel Matrices

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