SVD of Hankel matrices in Vandermonde-Cauchy product form

zbMath1330.65057MaRDI QIDQ896901

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

zbMATH Keywords

singular value decompositioneigenvaluesdiscrete Fourier transformToeplitz matrixHankel matrixJacobi methodVandermonde matrixrational approximationsCauchy matrix

Mathematics Subject Classification ID

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) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical methods for discrete and fast Fourier transforms (65T50) Conditioning of matrices (15A12) Toeplitz, Cauchy, and related matrices (15B05)

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Uses Software

• LAPACK
• advanpix