The Lanczos algorithm and Hankel matrix factorization

DOI10.1016/0024-3795(92)90022-3zbMath0754.65028OpenAlexW2072024724WikidataQ127609932 ScholiaQ127609932MaRDI QIDQ1194514

Franklin T. Luk, Tong J. Lee, Daniel L. Boley

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1016/0024-3795(92)90022-3

zbMATH Keywords

fast algorithmsToeplitz matrixLanczos algorithmrecursion formulaeHankel matrix factorizationmatrix tridiagonalization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

The Gauss quadrature for general linear functionals, Lanczos algorithm, and minimal partial realization ⋮ A fast method to diagonalize a Hankel matrix ⋮ Fast algorithms for Toeplitz and Hankel matrices ⋮ Krylov space methods on state-space control models

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