A fast eigenvalue algorithm for Hankel matrices

DOI10.1016/S0024-3795(00)00084-7zbMath0959.65056OpenAlexW1963699159MaRDI QIDQ1587283

Sanzheng Qiao, Franklin T. Luk

Publication date: 16 April 2001

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

Full work available at URL: https://doi.org/10.1016/s0024-3795(00)00084-7

zbMATH Keywords

numerical exampleseigenvaluesfast algorithmLanczos tridiagonalizationcomplex orthogonal transformationHankel complex matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical methods for discrete and fast Fourier transforms (65T50)

Related Items (7)

Online data-enabled predictive control ⋮ Extreme eigenfunctions of adjacency matrices for planar graphs employed in spatial analyses ⋮ Structured Inversion of the Bernstein Mass Matrix ⋮ The infinite Lanczos method for symmetric nonlinear eigenvalue problems ⋮ Computational methods for generalized Sturmians basis ⋮ A Lanczos bidiagonalization algorithm for Hankel matrices ⋮ On the fast Lanczos method for computation of eigenvalues of Hankel matrices using multiprecision arithmetics

Cites Work

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• Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
• Numerical Solution of the Eigenvalue Problem for Hermitian Toeplitz Matrices
• Conjugate Gradient Methods for Toeplitz Systems
• A $QL$ Procedure for Computing the Eigenvalues of Complex Symmetric Tridiagonal Matrices
• Fast Recursive Least Squares Adaptive Filtering by Fast Fourier Transform-Based Conjugate Gradient Iterations

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