A multi-step algorithm for Hankel matrices
type: Item
instance of: scholarly article
title: A multi-step algorithm for Hankel matrices
zbMATH Open document ID: 0801.65023
author: G. Heinig
author: Adam W. Bojanczyk
published in: Journal of Complexity
publication date: 1994-12-04T00:00:00Z
review text: Algorithms for inversion and triangularization of Hankel matrices with singular principal minors may produce very inaccurate results. Following ideas of \textit{T. F. Chan} and \textit{P. C. Hansen} (for the case of Toeplitz matrices) [SIAM J. Matrix Anal. Appl. 13, No. 2, 490-506 (1992; Zbl 0752.65020)] the authors develop a Schur-type algorithm that is stabilized by a look-ahead strategy. Basically one jumps from one well- conditioned section to the next one. The method is based on algebraic properties of the Schur complements for Hankel matrices.
Mathematics Subject Classification ID: 65F05
zbMATH DE Number: 549793
zbMATH Keywords: inversion
zbMATH Keywords: triangularization
zbMATH Keywords: Hankel matrices with singular principal minors
zbMATH Keywords: Schur-type algorithm
zbMATH Keywords: look-ahead strategy
zbMATH Keywords: Schur complements
reviewed by: Willy J. F. Govaerts
MaRDI profile type: Publication
full work available at URL: jcom.1994.1006
OpenAlex ID: W2076657322
DOI: 10.1006/JCOM.1994.1006
description: scientific article; zbMATH DE number 549793