A fast Hankel solver based on an inversion formula for Loewner matrices
Linear equations with Hankel matrices are transformed to systems with Loewner matrices by the fast Fourier transform. The latter systems are solved via two rational interpolation problems on the unit circle. In principle, singularities of rational expressions may be encountered. Therefore the authors introduce a pivoting strategy. The complexity of the algorithm is \(O (n^2)\).
scientific article; zbMATH DE number 1370169
scientific article